+14.4%
DBX vs ALLE
+149.8%
-135.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.8% | -8.8% | -7.0% |
| 7D | -8.6% | -0.6% | -8.0% | -8.4% |
| 30D | -5.2% | +26.6% | -31.8% | -13.5% |
| 3M | -6.4% | +13.2% | -19.6% | -11.0% |
| 6M | +12.7% | +42.9% | -30.1% | -2.5% |
| YTD | +17.2% | +21.0% | -3.8% | +7.0% |
| 1Y | +5.5% | +15.2% | -9.6% | -1.7% |
| 3Y | +24.1% | +95.6% | -71.5% | -9.9% |
| 5Y | +14.2% | +53.4% | -39.2% | -9.9% |
| All | +14.4% | +149.8% | -135.4% | -34.0% |
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