+102.4%
AR vs DBX
+20.9%
+81.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -1.3% | -1.8% | +0.5% | -0.7% |
| 30D | +3.5% | +2.8% | +0.7% | +2.3% |
| 3M | +9.9% | +26.8% | -16.9% | +0.6% |
| 6M | +4.5% | +32.8% | -28.2% | -6.9% |
| YTD | +13.7% | +26.1% | -12.4% | +3.0% |
| 1Y | +19.2% | +14.1% | +5.1% | +11.5% |
| 3Y | +46.2% | +25.7% | +20.4% | +27.7% |
| 5Y | +145.9% | +11.2% | +134.7% | +118.1% |
| All | +102.4% | +20.9% | +81.6% | +44.9% |
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