+17.7%
DBX vs DD
+56.0%
-38.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -6.3% | +6.7% | -13.0% | -8.3% |
| 30D | -5.9% | +19.4% | -25.3% | -11.3% |
| 3M | -0.4% | +7.6% | -8.0% | -3.2% |
| 6M | +29.8% | +2.9% | +26.9% | +27.4% |
| YTD | +20.5% | +29.9% | -9.3% | +8.2% |
| 1Y | +8.7% | +28.6% | -20.0% | -2.3% |
| 3Y | +25.9% | +90.0% | -64.1% | -4.1% |
| 5Y | +24.2% | +68.1% | -44.0% | -2.9% |
| All | +17.7% | +56.0% | -38.4% | -15.9% |
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