+21.3%
DBX vs DD
+47.1%
-25.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -2.9% | -7.4% | +4.5% | -1.6% |
| 3M | +23.8% | -6.4% | +30.3% | +25.1% |
| 6M | +26.2% | -2.5% | +28.7% | +25.8% |
| YTD | +21.6% | +10.2% | +11.4% | +16.9% |
| 1Y | +11.4% | +36.9% | -25.5% | +0.7% |
| 3Y | +21.3% | +47.0% | -25.8% | +6.7% |
| All | +21.3% | +47.1% | -25.8% | +6.7% |
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 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