+12.2%
DBX vs NTR
+46.2%
-34.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.7% |
| 7D | -1.8% | -2.5% | +0.6% | -1.5% |
| 30D | +2.8% | +17.0% | -14.2% | +0.5% |
| 3M | +26.8% | +22.2% | +4.6% | +23.0% |
| 6M | +32.8% | +5.2% | +27.6% | +31.2% |
| YTD | +26.1% | +29.7% | -3.6% | +20.0% |
| 1Y | +14.1% | +39.4% | -25.3% | +7.2% |
| 3Y | +25.7% | +38.2% | -12.5% | +16.9% |
| All | +12.2% | +46.2% | -34.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling