+30.8%
DBX vs ADVB
-96.8%
+127.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.6% | -0.1% |
| 7D | -3.3% | +27.8% | -31.0% | -3.0% |
| 30D | -5.9% | -50.8% | +44.9% | -6.3% |
| 3M | -6.7% | -70.5% | +63.8% | -7.5% |
| 6M | +28.0% | -46.7% | +74.7% | +27.0% |
| YTD | +20.6% | -56.7% | +77.3% | +19.3% |
| 1Y | +10.3% | -71.8% | +82.1% | +9.9% |
| All | +30.8% | -96.8% | +127.7% | +42.8% |
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