+18.7%
DBX vs NTR
+125.4%
-106.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.5% | -3.3% |
| 7D | -1.3% | +3.8% | -5.2% | -2.3% |
| 30D | -2.9% | +25.2% | -28.1% | -8.3% |
| 3M | +23.8% | +21.0% | +2.8% | +17.6% |
| 6M | +26.2% | +7.6% | +18.6% | +22.7% |
| YTD | +21.6% | +32.9% | -11.2% | +11.2% |
| 1Y | +11.4% | +43.1% | -31.6% | -0.5% |
| 3Y | +21.3% | +41.6% | -20.3% | +6.5% |
| 5Y | +6.7% | +54.8% | -48.1% | -17.2% |
| All | +18.7% | +125.4% | -106.7% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling