+18.7%
DBX vs M
+11.7%
+7.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.5% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | -2.9% | -11.6% | +8.7% | -0.9% |
| 3M | +23.8% | +1.6% | +22.2% | +23.0% |
| 6M | +26.2% | +25.2% | +1.0% | +20.7% |
| YTD | +21.6% | +3.8% | +17.9% | +19.6% |
| 1Y | +11.4% | +36.3% | -24.9% | +4.2% |
| 3Y | +21.3% | +116.3% | -95.1% | +0.8% |
| 5Y | +6.7% | +28.2% | -21.5% | -6.5% |
| All | +18.7% | +11.7% | +7.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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