+17.7%
DBX vs FLR
-7.9%
+25.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -3.3% | +5.4% | -8.6% | -4.0% |
| 30D | -5.9% | +2.8% | -8.7% | -6.5% |
| 3M | -6.7% | -6.4% | -0.3% | -6.3% |
| 6M | +28.0% | +8.8% | +19.2% | +24.8% |
| YTD | +20.6% | +23.6% | -3.0% | +13.8% |
| 1Y | +10.3% | +13.8% | -3.5% | +5.3% |
| 3Y | +24.0% | +36.5% | -12.4% | +12.1% |
| 5Y | +24.2% | +119.3% | -95.1% | +3.2% |
| All | +17.7% | -7.9% | +25.6% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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