+192.9%
ADP vs DBX
+20.9%
+172.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | -1.4% | +2.8% | -4.2% | -2.1% |
| 3M | +16.6% | +26.8% | -10.2% | +9.8% |
| 6M | +24.9% | +32.8% | -7.8% | +15.8% |
| YTD | +5.6% | +26.1% | -20.5% | -0.9% |
| 1Y | -6.0% | +14.1% | -20.2% | -10.0% |
| 3Y | +14.5% | +25.7% | -11.3% | +4.3% |
| 5Y | +47.9% | +11.2% | +36.7% | +35.2% |
| All | +192.9% | +20.9% | +172.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling