+21.5%
DBX vs ALM
+2,144.3%
-2,122.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +2.4% |
| 7D | +0.3% | +3.6% | -3.4% | +0.1% |
| 30D | 0.0% | +33.8% | -33.8% | -1.0% |
| 3M | +26.1% | +14.8% | +11.3% | +25.1% |
| 6M | +29.4% | -7.0% | +36.3% | +28.5% |
| YTD | +24.4% | +108.1% | -83.6% | +18.6% |
| 1Y | +10.9% | +313.8% | -302.9% | +1.8% |
| 3Y | +24.1% | +2,227.6% | -2,203.6% | +1.4% |
| 5Y | +7.8% | +956.6% | -948.9% | -9.4% |
| All | +21.5% | +2,144.3% | -2,122.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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