+18.7%
DBX vs DAR
+286.4%
-267.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.9% | -3.6% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -2.9% | +13.0% | -15.8% | -5.8% |
| 3M | +23.8% | +15.0% | +8.9% | +19.1% |
| 6M | +26.2% | +26.8% | -0.6% | +18.1% |
| YTD | +21.6% | +86.4% | -64.8% | +3.4% |
| 1Y | +11.4% | +115.1% | -103.7% | -9.2% |
| 3Y | +21.3% | +14.6% | +6.6% | +12.2% |
| 5Y | +6.7% | -8.8% | +15.4% | +2.1% |
| All | +18.7% | +286.4% | -267.6% | -44.2% |
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