-8.9%
DASH vs DBX
+55.8%
-64.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.9% |
| 7D | -4.1% | -6.3% | +2.2% | -0.4% |
| 30D | -10.6% | -5.9% | -4.8% | -7.4% |
| 3M | -18.8% | -0.4% | -18.4% | -19.7% |
| 6M | +11.2% | +29.8% | -18.6% | -8.4% |
| YTD | -23.8% | +20.5% | -44.3% | -35.3% |
| 1Y | -12.2% | +8.7% | -20.8% | -20.0% |
| 3Y | +97.3% | +25.9% | +71.4% | +44.8% |
| 5Y | -29.8% | +24.2% | -54.0% | -51.4% |
| All | -8.9% | +55.8% | -64.7% | -38.4% |
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