+24.9%
DBX vs DD
+28.1%
-3.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +2.1% | -3.5% | +5.6% | +3.2% |
| 30D | +5.7% | -11.7% | +17.4% | +9.8% |
| 3M | +31.8% | -9.2% | +41.0% | +35.5% |
| 6M | +37.5% | -7.2% | +44.6% | +39.0% |
| YTD | +27.9% | +6.6% | +21.3% | +22.7% |
| 1Y | +15.0% | +32.0% | -17.0% | +1.9% |
| 3Y | +27.2% | +42.1% | -15.0% | +7.0% |
| 5Y | +12.8% | +58.1% | -45.3% | -9.9% |
| All | +24.9% | +28.1% | -3.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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