+21.8%
DBX vs DD
+94.8%
-73.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -7.3% | +2.2% | -9.6% | -7.6% |
| 30D | -5.7% | +20.7% | -26.4% | -8.5% |
| 3M | -6.3% | +11.3% | -17.6% | -7.9% |
| 6M | +12.1% | +6.0% | +6.1% | +11.0% |
| YTD | +16.5% | +31.7% | -15.2% | +8.8% |
| 1Y | +6.1% | +32.2% | -26.2% | -1.2% |
| 3Y | +21.8% | +92.7% | -70.9% | -3.3% |
| All | +21.8% | +94.8% | -73.0% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling