+17.7%
DBX vs FIVE
+251.6%
-234.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -6.3% | +2.4% | -8.7% | -6.9% |
| 30D | -5.9% | +15.8% | -21.7% | -9.0% |
| 3M | -0.4% | +3.8% | -4.1% | -1.6% |
| 6M | +29.8% | +18.5% | +11.3% | +23.8% |
| YTD | +20.5% | +31.2% | -10.7% | +11.8% |
| 1Y | +8.7% | +61.8% | -53.2% | -4.0% |
| 3Y | +25.9% | +39.9% | -13.9% | +9.1% |
| 5Y | +24.2% | +18.3% | +5.8% | +7.9% |
| All | +17.7% | +251.6% | -234.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling