+26.8%
DBX vs DOC
+40.5%
-13.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +2.5% |
| 7D | -1.1% | +8.7% | -9.9% | -3.1% |
| 30D | +5.0% | +7.6% | -2.6% | +3.2% |
| 3M | +4.6% | -5.3% | +9.9% | +5.9% |
| 6M | +43.9% | +27.6% | +16.3% | +34.7% |
| YTD | +29.9% | +32.4% | -2.5% | +20.1% |
| 1Y | +24.6% | +22.9% | +1.8% | +17.4% |
| 3Y | +38.8% | +43.1% | -4.2% | +23.8% |
| 5Y | +16.4% | -21.4% | +37.8% | +20.2% |
| All | +26.8% | +40.5% | -13.8% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling