+14.4%
DBX vs DAR
+202.4%
-188.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.7% | -7.0% |
| 7D | -8.6% | -2.8% | -5.8% | -8.1% |
| 30D | -5.2% | -12.8% | +7.6% | -2.4% |
| 3M | -6.4% | -11.6% | +5.2% | -4.4% |
| 6M | +12.7% | -16.8% | +29.5% | +16.3% |
| YTD | +17.2% | +45.9% | -28.7% | +5.0% |
| 1Y | +5.5% | +61.5% | -55.9% | -8.0% |
| 3Y | +24.1% | +23.0% | +1.2% | +11.1% |
| 5Y | +14.2% | -35.8% | +50.0% | +18.8% |
| All | +14.4% | +202.4% | -188.0% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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