+17.7%
DBX vs DD
+55.1%
-37.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.3% | +5.0% | -8.2% | -4.8% |
| 30D | -5.9% | +19.7% | -25.6% | -11.3% |
| 3M | -6.7% | +7.2% | -13.9% | -9.2% |
| 6M | +28.0% | +1.0% | +26.9% | +26.3% |
| YTD | +20.6% | +29.1% | -8.5% | +8.4% |
| 1Y | +10.3% | +28.5% | -18.2% | -0.8% |
| 3Y | +24.0% | +89.4% | -65.4% | -5.4% |
| 5Y | +24.2% | +67.1% | -42.9% | -2.7% |
| All | +17.7% | +55.1% | -37.4% | -15.7% |
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