+12.6%
DBX vs DD
+35.8%
-23.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +4.9% | +2.2% |
| 7D | +0.3% | -3.8% | +4.0% | +0.2% |
| 30D | 0.0% | -9.2% | +9.2% | -0.2% |
| 3M | +26.1% | -9.0% | +35.1% | +25.9% |
| 6M | +29.4% | -5.0% | +34.3% | +29.1% |
| YTD | +24.4% | +7.4% | +17.0% | +20.8% |
| All | +12.6% | +35.8% | -23.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling