+10.4%
DBX vs DOC
-24.5%
+34.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | -2.4% | -1.5% | -1.0% | -2.1% |
| 30D | -0.5% | -4.8% | +4.3% | +0.7% |
| 3M | +28.1% | +6.9% | +21.2% | +26.0% |
| 6M | +33.1% | +20.7% | +12.3% | +26.4% |
| YTD | +25.3% | +34.1% | -8.9% | +15.1% |
| 1Y | +18.3% | +22.6% | -4.3% | +11.4% |
| 3Y | +25.0% | +20.8% | +4.2% | +17.0% |
| All | +10.4% | -24.5% | +34.9% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling