+16.4%
DBX vs ALLE
+150.5%
-134.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.0% |
| 7D | -8.1% | -0.8% | -7.3% | -7.9% |
| 30D | -4.9% | +27.4% | -32.3% | -13.4% |
| 3M | -2.7% | +13.8% | -16.5% | -7.7% |
| 6M | +25.2% | +45.5% | -20.3% | +7.5% |
| YTD | +19.3% | +21.4% | -2.1% | +8.8% |
| 1Y | +6.6% | +15.4% | -8.8% | -0.8% |
| 3Y | +24.6% | +91.7% | -67.1% | -8.7% |
| 5Y | +23.5% | +54.5% | -31.0% | -2.8% |
| All | +16.4% | +150.5% | -134.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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