+6.7%
DBX vs DD
+61.7%
-55.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -2.9% | -7.4% | +4.5% | -0.6% |
| 3M | +23.8% | -6.4% | +30.3% | +26.0% |
| 6M | +26.2% | -2.5% | +28.7% | +25.5% |
| YTD | +21.6% | +10.2% | +11.4% | +14.8% |
| 1Y | +11.4% | +36.9% | -25.5% | -3.8% |
| 3Y | +21.3% | +47.0% | -25.8% | -1.4% |
| 5Y | +6.7% | +63.1% | -56.5% | -18.4% |
| All | +6.7% | +61.7% | -55.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling