+1,197.2%
AU vs DBX
+22.6%
+1,174.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -4.3% | +2.1% | -6.4% | -4.4% |
| 30D | +7.3% | +5.7% | +1.6% | +6.9% |
| 3M | +26.3% | +31.8% | -5.5% | +23.9% |
| 6M | +1.8% | +37.5% | -35.7% | -0.8% |
| YTD | +26.8% | +27.9% | -1.1% | +24.3% |
| 1Y | +66.7% | +15.0% | +51.6% | +64.6% |
| 3Y | +579.1% | +27.2% | +551.9% | +557.8% |
| 5Y | +689.3% | +12.8% | +676.6% | +657.2% |
| All | +1,197.2% | +22.6% | +1,174.6% | +1,102.5% |
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