+24.9%
DBX vs DGX
+172.6%
-147.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.9% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +5.7% | -1.2% | +6.9% | +6.1% |
| 3M | +31.8% | +15.8% | +16.0% | +25.3% |
| 6M | +37.5% | +18.2% | +19.3% | +29.5% |
| YTD | +27.9% | +37.2% | -9.3% | +13.6% |
| 1Y | +15.0% | +30.4% | -15.3% | +3.9% |
| 3Y | +27.2% | +96.7% | -69.5% | -3.7% |
| 5Y | +12.8% | +67.2% | -54.4% | -10.3% |
| All | +24.9% | +172.6% | -147.7% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling