+24.9%
DBX vs NTR
+119.2%
-94.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +2.1% | -1.3% | +3.4% | +2.4% |
| 30D | +5.7% | +16.8% | -11.0% | +1.6% |
| 3M | +31.8% | +20.7% | +11.1% | +25.2% |
| 6M | +37.5% | +0.5% | +36.9% | +36.1% |
| YTD | +27.9% | +29.2% | -1.3% | +17.7% |
| 1Y | +15.0% | +39.6% | -24.5% | +3.4% |
| 3Y | +27.2% | +37.9% | -10.7% | +12.4% |
| 5Y | +12.8% | +47.1% | -34.3% | -11.0% |
| All | +24.9% | +119.2% | -94.3% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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