+47.1%
D vs DBX
+14.3%
+32.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.6% |
| 7D | -2.4% | -8.1% | +5.7% | -1.9% |
| 30D | +9.0% | -4.9% | +13.9% | +9.4% |
| 3M | +1.0% | -2.7% | +3.7% | +1.0% |
| 6M | +11.0% | +25.2% | -14.2% | +9.0% |
| YTD | +19.8% | +19.3% | +0.5% | +17.8% |
| 1Y | +16.0% | +6.6% | +9.4% | +15.0% |
| 3Y | +74.4% | +24.6% | +49.7% | +68.7% |
| 5Y | +13.5% | +23.5% | -10.0% | +8.9% |
| All | +47.1% | +14.3% | +32.8% | +31.5% |
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