+23.1%
DBX vs FLR
+0.7%
+22.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.6% |
| 7D | -1.8% | -6.9% | +5.0% | -0.9% |
| 30D | +2.8% | +1.1% | +1.7% | +2.6% |
| 3M | +26.8% | +14.3% | +12.4% | +23.5% |
| 6M | +32.8% | +19.1% | +13.7% | +27.0% |
| YTD | +26.1% | +35.1% | -9.0% | +17.9% |
| 1Y | +14.1% | +29.5% | -15.3% | +7.1% |
| 3Y | +25.7% | +53.0% | -27.3% | +12.1% |
| 5Y | +11.2% | +238.9% | -227.8% | -13.1% |
| All | +23.1% | +0.7% | +22.4% | +1.4% |
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