+627.3%
ASX vs DBX
+12.3%
+615.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -6.0% | +14.6% | +9.9% |
| 7D | -12.3% | -8.6% | -3.7% | -10.7% |
| 30D | -26.0% | -5.2% | -20.8% | -25.4% |
| 3M | -8.1% | -6.4% | -1.7% | -7.6% |
| 6M | +1.4% | +12.7% | -11.3% | -4.1% |
| YTD | +115.6% | +17.2% | +98.4% | +100.0% |
| 1Y | +128.0% | +5.5% | +122.5% | +117.6% |
| 3Y | +371.4% | +24.1% | +347.3% | +316.7% |
| 5Y | +469.4% | +14.2% | +455.2% | +403.5% |
| All | +627.3% | +12.3% | +615.0% | +493.5% |
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