+23.1%
DBX vs ARMK
+118.4%
-95.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | +2.8% | -5.9% | +8.8% | +4.3% |
| 3M | +26.8% | +6.7% | +20.1% | +24.4% |
| 6M | +32.8% | +42.5% | -9.8% | +20.7% |
| YTD | +26.1% | +55.1% | -29.0% | +12.0% |
| 1Y | +14.1% | +50.3% | -36.2% | +2.0% |
| 3Y | +25.7% | +122.2% | -96.5% | +0.9% |
| 5Y | +11.2% | +155.2% | -144.0% | -14.1% |
| All | +23.1% | +118.4% | -95.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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