+26.0%
DBX vs M
-3.3%
+29.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -3.3% | +7.0% | -10.3% | -4.7% |
| 30D | -5.9% | +8.9% | -14.8% | -7.6% |
| 3M | -6.7% | +4.5% | -11.2% | -7.9% |
| 6M | +28.0% | +36.2% | -8.2% | +18.9% |
| YTD | +20.6% | +15.1% | +5.5% | +15.3% |
| 1Y | +10.3% | +27.4% | -17.2% | +2.9% |
| 3Y | +24.0% | +160.1% | -136.1% | -7.4% |
| All | +26.0% | -3.3% | +29.3% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling