+24.9%
DBX vs NYT
+211.4%
-186.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | +5.7% | +4.6% | +1.2% | +4.1% |
| 3M | +31.8% | -9.6% | +41.4% | +35.5% |
| 6M | +37.5% | -14.0% | +51.5% | +42.9% |
| YTD | +27.9% | -2.8% | +30.8% | +27.4% |
| 1Y | +15.0% | +15.6% | -0.6% | +7.6% |
| 3Y | +27.2% | +56.3% | -29.1% | +4.9% |
| 5Y | +12.8% | +39.5% | -26.7% | -6.5% |
| All | +24.9% | +211.4% | -186.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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