+233.7%
ALL vs DBX
+22.6%
+211.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -2.3% | +2.1% | -4.4% | -2.6% |
| 30D | -0.4% | +5.7% | -6.2% | -1.3% |
| 3M | +16.0% | +31.8% | -15.8% | +11.2% |
| 6M | +24.6% | +37.5% | -12.9% | +18.2% |
| YTD | +23.7% | +27.9% | -4.3% | +18.5% |
| 1Y | +27.7% | +15.0% | +12.7% | +24.0% |
| 3Y | +150.2% | +27.2% | +123.1% | +135.4% |
| 5Y | +117.1% | +12.8% | +104.3% | +104.3% |
| All | +233.7% | +22.6% | +211.1% | +181.3% |
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