+27.2%
DBX vs DTE
+43.4%
-16.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +2.1% | -2.6% | +4.7% | +2.1% |
| 30D | +5.7% | -4.4% | +10.1% | +5.8% |
| 3M | +31.8% | -8.3% | +40.1% | +32.0% |
| 6M | +37.5% | -8.1% | +45.5% | +37.6% |
| YTD | +27.9% | +4.4% | +23.5% | +25.5% |
| 1Y | +15.0% | +0.2% | +14.9% | +13.6% |
| 3Y | +27.2% | +42.6% | -15.4% | +19.2% |
| All | +27.2% | +43.4% | -16.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling