+27.1%
DBX vs ADVB
-97.4%
+124.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -6.0% |
| 7D | -8.6% | -1.2% | -7.4% | -8.6% |
| 30D | -5.2% | -61.4% | +56.2% | -5.9% |
| 3M | -6.4% | -67.8% | +61.4% | -7.2% |
| 6M | +12.7% | -66.9% | +79.6% | +11.6% |
| YTD | +17.2% | -64.9% | +82.1% | +15.6% |
| 1Y | +5.5% | -74.8% | +80.3% | +4.7% |
| All | +27.1% | -97.4% | +124.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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