+21.5%
DBX vs MKTX
-19.5%
+40.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | 0.0% | +1.0% | -1.0% | -0.2% |
| 3M | +26.1% | +40.8% | -14.7% | +15.1% |
| 6M | +29.4% | -10.9% | +40.3% | +32.0% |
| YTD | +24.4% | -8.6% | +33.0% | +25.9% |
| 1Y | +10.9% | -11.6% | +22.4% | +12.9% |
| 3Y | +24.1% | -24.5% | +48.6% | +26.8% |
| 5Y | +7.8% | -60.7% | +68.5% | +30.3% |
| All | +21.5% | -19.5% | +40.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling