+332.6%
B vs DBX
+19.3%
+313.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.9% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +14.3% | +26.1% | -11.8% | +12.3% |
| 6M | -1.9% | +29.4% | -31.2% | -4.1% |
| YTD | +4.1% | +24.4% | -20.3% | +2.0% |
| 1Y | +56.1% | +10.9% | +45.2% | +54.4% |
| 3Y | +202.0% | +24.1% | +177.9% | +193.1% |
| 5Y | +158.8% | +7.8% | +151.0% | +149.9% |
| All | +332.6% | +19.3% | +313.3% | +303.8% |
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