+18.7%
DBX vs ALLY
+104.7%
-85.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.0% |
| 7D | -1.3% | +1.0% | -2.3% | -1.6% |
| 30D | -2.9% | -3.3% | +0.4% | -2.0% |
| 3M | +23.8% | +0.5% | +23.4% | +23.5% |
| 6M | +26.2% | +12.6% | +13.6% | +21.5% |
| YTD | +21.6% | -4.7% | +26.3% | +22.3% |
| 1Y | +11.4% | +5.2% | +6.2% | +8.6% |
| 3Y | +21.3% | +66.5% | -45.2% | +1.3% |
| 5Y | +6.7% | +0.2% | +6.4% | -1.0% |
| All | +18.7% | +104.7% | -85.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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