+243.5%
ALL vs DBX
+11.7%
+231.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -0.1% | -7.3% | +7.2% | +1.0% |
| 30D | +13.8% | -5.7% | +19.5% | +14.8% |
| 3M | -2.8% | -6.3% | +3.6% | -1.9% |
| 6M | +23.7% | +12.1% | +11.6% | +21.2% |
| YTD | +27.3% | +16.5% | +10.7% | +23.6% |
| 1Y | +30.5% | +6.1% | +24.5% | +28.5% |
| 3Y | +113.0% | +21.8% | +91.2% | +101.5% |
| 5Y | +157.6% | +19.1% | +138.5% | +140.4% |
| All | +243.5% | +11.7% | +231.8% | +193.5% |
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