+87.3%
DAL vs DBX
+11.7%
+75.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +10.7% | -7.3% | +18.0% | +13.1% |
| 30D | +12.5% | -5.7% | +18.2% | +14.2% |
| 3M | +3.6% | -6.3% | +10.0% | +4.9% |
| 6M | +26.7% | +12.1% | +14.6% | +20.3% |
| YTD | +34.3% | +16.5% | +17.7% | +25.0% |
| 1Y | +59.1% | +6.1% | +53.1% | +52.3% |
| 3Y | +179.9% | +21.8% | +158.1% | +149.9% |
| 5Y | +119.1% | +19.1% | +100.0% | +92.9% |
| All | +87.3% | +11.7% | +75.6% | +48.6% |
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