-5.2%
DASH vs DBX
+61.1%
-66.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.8% |
| 7D | +0.4% | -4.4% | +4.8% | +3.3% |
| 30D | -6.0% | +4.8% | -10.8% | -8.9% |
| 3M | -15.8% | +0.3% | -16.1% | -16.8% |
| 6M | +7.0% | +40.4% | -33.4% | -17.7% |
| YTD | -20.7% | +24.7% | -45.3% | -33.8% |
| 1Y | -8.5% | +20.9% | -29.4% | -22.5% |
| 3Y | +101.8% | +34.5% | +67.3% | +41.0% |
| 5Y | -9.6% | +24.6% | -34.2% | -38.1% |
| All | -5.2% | +61.1% | -66.3% | -37.0% |
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