+18.7%
DBX vs CAPR
-38.8%
+57.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.9% |
| 7D | -1.3% | -9.5% | +8.2% | -1.2% |
| 30D | -2.9% | +121.5% | -124.4% | -4.3% |
| 3M | +23.8% | -65.4% | +89.2% | +24.5% |
| 6M | +26.2% | -67.5% | +93.7% | +26.8% |
| YTD | +21.6% | -68.6% | +90.2% | +22.2% |
| 1Y | +11.4% | +42.7% | -31.2% | +3.8% |
| 3Y | +21.3% | +43.4% | -22.1% | +7.7% |
| 5Y | +6.7% | +86.0% | -79.4% | -8.0% |
| All | +18.7% | -38.8% | +57.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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