+25.6%
DBX vs DOC
+40.2%
-14.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.5% | +6.2% | -7.7% | -2.9% |
| 30D | +6.0% | +6.5% | -0.4% | +4.4% |
| 3M | +2.2% | -6.2% | +8.4% | +3.6% |
| 6M | +40.7% | +25.6% | +15.1% | +32.3% |
| YTD | +28.6% | +32.1% | -3.4% | +19.0% |
| 1Y | +22.8% | +20.3% | +2.5% | +16.3% |
| 3Y | +37.5% | +42.7% | -5.2% | +22.8% |
| 5Y | +28.6% | -22.2% | +50.7% | +33.1% |
| All | +25.6% | +40.2% | -14.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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