+18.7%
DBX vs QSR
+81.9%
-63.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.6% | -2.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.9% | +5.9% | -8.8% | -4.8% |
| 3M | +23.8% | +10.5% | +13.4% | +19.6% |
| 6M | +26.2% | +7.7% | +18.5% | +22.7% |
| YTD | +21.6% | +16.8% | +4.8% | +14.9% |
| 1Y | +11.4% | +30.9% | -19.4% | +0.9% |
| 3Y | +21.3% | +28.2% | -6.9% | +8.3% |
| 5Y | +6.7% | +45.0% | -38.3% | -10.1% |
| All | +18.7% | +81.9% | -63.2% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling