+264.7%
B vs DBX
+15.6%
+249.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -7.3% | -3.3% | -4.1% | -7.1% |
| 30D | -3.3% | -5.9% | +2.5% | -3.0% |
| 3M | -7.8% | -6.7% | -1.1% | -7.5% |
| 6M | -15.5% | +28.0% | -43.5% | -17.3% |
| YTD | -12.3% | +20.6% | -32.9% | -13.9% |
| 1Y | +5.4% | +10.3% | -4.9% | +4.1% |
| 3Y | +165.5% | +24.0% | +141.5% | +157.4% |
| 5Y | +107.0% | +24.2% | +82.8% | +98.5% |
| All | +264.7% | +15.6% | +249.1% | +240.7% |
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