+97.5%
AR vs DBX
+14.3%
+83.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.8% |
| 7D | +2.1% | -8.1% | +10.2% | +4.8% |
| 30D | +4.5% | -4.9% | +9.4% | +5.9% |
| 3M | +1.0% | -2.7% | +3.7% | +0.9% |
| 6M | +4.4% | +25.2% | -20.8% | -4.8% |
| YTD | +10.9% | +19.3% | -8.4% | +1.6% |
| 1Y | +8.6% | +6.6% | +1.9% | +3.3% |
| 3Y | +48.5% | +24.6% | +23.9% | +29.2% |
| 5Y | +95.7% | +23.5% | +72.2% | +67.0% |
| All | +97.5% | +14.3% | +83.1% | +43.1% |
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