+18.3%
DBX vs QSR
+33.2%
-14.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -2.4% | +2.4% | -4.9% | -3.0% |
| 30D | -0.5% | +7.6% | -8.1% | -2.4% |
| 3M | +28.1% | +12.6% | +15.4% | +24.3% |
| 6M | +33.1% | +14.4% | +18.7% | +29.5% |
| YTD | +25.3% | +19.6% | +5.7% | +21.1% |
| 1Y | +18.3% | +33.9% | -15.5% | +12.7% |
| All | +18.3% | +33.2% | -14.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling