+17.7%
DBX vs CAPR
-30.8%
+48.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.7% | +9.8% | +1.2% |
| 7D | -6.3% | +19.1% | -25.4% | -6.6% |
| 30D | -5.9% | +48.8% | -54.7% | -6.5% |
| 3M | -0.4% | +144.4% | -144.7% | -2.2% |
| 6M | +29.8% | -67.5% | +97.3% | +30.5% |
| YTD | +20.5% | -64.5% | +85.1% | +20.7% |
| 1Y | +8.7% | +74.4% | -65.8% | +0.8% |
| 3Y | +25.9% | +265.7% | -239.8% | +8.5% |
| 5Y | +24.2% | +196.0% | -171.8% | +5.6% |
| All | +17.7% | -30.8% | +48.5% | +1.5% |
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