+14.4%
DBX vs ALLY
+88.2%
-73.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.3% |
| 7D | -8.6% | -0.2% | -8.4% | -8.5% |
| 30D | -5.2% | +3.4% | -8.6% | -6.1% |
| 3M | -6.4% | -11.1% | +4.6% | -3.4% |
| 6M | +12.7% | -11.5% | +24.2% | +16.1% |
| YTD | +17.2% | -12.3% | +29.5% | +20.5% |
| 1Y | +5.5% | +1.1% | +4.4% | +4.0% |
| 3Y | +24.1% | +64.8% | -40.7% | +4.2% |
| 5Y | +14.2% | -6.9% | +21.1% | +8.3% |
| All | +14.4% | +88.2% | -73.8% | -19.9% |
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