+11.2%
DBX vs DTE
+31.2%
-20.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.6% |
| 30D | +2.8% | -2.4% | +5.2% | +3.1% |
| 3M | +26.8% | -7.3% | +34.1% | +27.8% |
| 6M | +32.8% | -7.6% | +40.4% | +33.7% |
| YTD | +26.1% | +5.8% | +20.3% | +23.6% |
| 1Y | +14.1% | +2.3% | +11.8% | +12.6% |
| 3Y | +25.7% | +45.0% | -19.3% | +15.1% |
| 5Y | +11.2% | +33.2% | -22.0% | +5.8% |
| All | +11.2% | +31.2% | -20.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling