+18.7%
DBX vs DTE
+106.5%
-87.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -2.9% | -1.9% | -1.0% | -2.5% |
| 3M | +23.8% | -3.3% | +27.2% | +24.6% |
| 6M | +26.2% | -7.1% | +33.3% | +27.8% |
| YTD | +21.6% | +8.1% | +13.5% | +18.3% |
| 1Y | +11.4% | +5.3% | +6.2% | +9.1% |
| 3Y | +21.3% | +48.2% | -26.9% | +7.5% |
| 5Y | +6.7% | +33.2% | -26.6% | -3.5% |
| All | +18.7% | +106.5% | -87.8% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling