-5.9%
DASH vs DBX
+54.2%
-60.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.5% |
| 7D | -10.2% | -8.1% | -2.1% | -5.5% |
| 30D | -8.2% | -4.9% | -3.3% | -5.5% |
| 3M | -15.9% | -2.7% | -13.2% | -15.6% |
| 6M | +13.3% | +25.2% | -11.9% | -4.4% |
| YTD | -21.3% | +19.3% | -40.6% | -32.7% |
| 1Y | -11.1% | +6.6% | -17.8% | -18.0% |
| 3Y | +103.8% | +24.6% | +79.2% | +50.6% |
| 5Y | -21.6% | +23.5% | -45.1% | -45.4% |
| All | -5.9% | +54.2% | -60.1% | -35.9% |
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