+285.1%
B vs DBX
+11.7%
+273.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.6% | -6.1% |
| 7D | +7.1% | -7.3% | +14.4% | +7.7% |
| 30D | -3.3% | -5.7% | +2.4% | -3.0% |
| 3M | -2.5% | -6.3% | +3.8% | -2.3% |
| 6M | -7.2% | +12.1% | -19.3% | -8.3% |
| YTD | -7.4% | +16.5% | -23.9% | -8.9% |
| 1Y | +16.4% | +6.1% | +10.4% | +15.4% |
| 3Y | +178.7% | +21.8% | +157.0% | +170.4% |
| 5Y | +121.7% | +19.1% | +102.6% | +113.2% |
| All | +285.1% | +11.7% | +273.4% | +260.5% |
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