+8.7%
DBX vs DD
+29.4%
-20.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.0% |
| 7D | -6.3% | +6.7% | -13.0% | -5.4% |
| 30D | -5.9% | +19.4% | -25.3% | -4.1% |
| 3M | -0.4% | +7.6% | -8.0% | +0.9% |
| 6M | +29.8% | +2.9% | +26.9% | +31.5% |
| YTD | +20.5% | +29.9% | -9.3% | +18.8% |
| 1Y | +8.7% | +28.6% | -20.0% | +7.0% |
| All | +8.7% | +29.4% | -20.8% | +7.0% |
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