+12.2%
DBX vs MKTX
-60.5%
+72.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.8% | -0.2% | -1.7% | -1.8% |
| 30D | +2.8% | +0.8% | +2.0% | +2.7% |
| 3M | +26.8% | +41.1% | -14.4% | +18.0% |
| 6M | +32.8% | -9.5% | +42.3% | +35.2% |
| YTD | +26.1% | -8.7% | +34.8% | +28.0% |
| 1Y | +14.1% | -10.0% | +24.1% | +16.0% |
| 3Y | +25.7% | -24.6% | +50.3% | +28.0% |
| All | +12.2% | -60.5% | +72.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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