+24.9%
DBX vs QSR
+78.8%
-54.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.2% |
| 7D | +2.1% | -4.0% | +6.1% | +3.5% |
| 30D | +5.7% | +2.8% | +3.0% | +4.7% |
| 3M | +31.8% | +5.1% | +26.7% | +29.4% |
| 6M | +37.5% | +8.8% | +28.7% | +33.2% |
| YTD | +27.9% | +14.8% | +13.1% | +21.5% |
| 1Y | +15.0% | +25.7% | -10.7% | +5.6% |
| 3Y | +27.2% | +27.5% | -0.3% | +13.7% |
| 5Y | +12.8% | +41.3% | -28.5% | -4.1% |
| All | +24.9% | +78.8% | -54.0% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling