+668.2%
ASX vs DBX
+15.6%
+652.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | +22.1% | -6.3% | +28.4% | +23.6% |
| 30D | -23.8% | -5.9% | -17.9% | -23.0% |
| 3M | -7.6% | -0.4% | -7.3% | -8.4% |
| 6M | +6.9% | +29.8% | -22.9% | -2.4% |
| YTD | +127.7% | +20.5% | +107.1% | +110.0% |
| 1Y | +144.5% | +8.7% | +135.9% | +132.0% |
| 3Y | +377.8% | +25.9% | +351.9% | +321.5% |
| 5Y | +498.2% | +24.2% | +474.1% | +419.7% |
| All | +668.2% | +15.6% | +652.6% | +523.0% |
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