-35.7%
AUR vs DBX
+45.8%
-81.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.5% |
| 7D | +1.4% | +2.1% | -0.7% | -0.2% |
| 30D | -6.4% | +5.7% | -12.1% | -10.9% |
| 3M | +7.7% | +31.8% | -24.1% | -14.3% |
| 6M | +44.5% | +37.5% | +7.0% | +7.6% |
| YTD | +67.4% | +27.9% | +39.5% | +32.0% |
| 1Y | +15.4% | +15.0% | +0.4% | -1.3% |
| 3Y | +94.8% | +27.2% | +67.7% | +46.1% |
| 5Y | -35.1% | +12.8% | -47.9% | -59.8% |
| All | -35.7% | +45.8% | -81.5% | -60.3% |
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