-5.9%
DASH vs DBX
+50.6%
-56.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | -2.8% | -7.3% | +4.6% | +1.9% |
| 30D | -9.3% | -5.7% | -3.6% | -6.1% |
| 3M | -15.1% | -6.3% | -8.7% | -12.6% |
| 6M | +8.7% | +12.1% | -3.4% | -1.5% |
| YTD | -21.3% | +16.5% | -37.8% | -31.7% |
| 1Y | -12.7% | +6.1% | -18.7% | -19.2% |
| 3Y | +103.8% | +21.8% | +82.0% | +52.9% |
| 5Y | -16.8% | +19.1% | -35.9% | -40.9% |
| All | -5.9% | +50.6% | -56.6% | -34.9% |
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