+22.3%
DBX vs DD
+32.7%
-10.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -2.4% | -3.5% | +1.1% | -1.3% |
| 30D | -0.5% | -10.3% | +9.8% | +2.9% |
| 3M | +28.1% | -7.5% | +35.6% | +30.8% |
| 6M | +33.1% | -8.0% | +41.1% | +35.1% |
| YTD | +25.3% | +10.5% | +14.8% | +18.9% |
| 1Y | +18.3% | +38.3% | -19.9% | +3.3% |
| 3Y | +25.0% | +42.5% | -17.5% | +5.3% |
| 5Y | +7.5% | +60.2% | -52.6% | -14.4% |
| All | +22.3% | +32.7% | -10.4% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling