+7.8%
DBX vs RBA
+39.8%
-32.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.7% |
| 30D | 0.0% | -13.0% | +13.0% | +3.1% |
| 3M | +26.1% | -23.1% | +49.2% | +32.9% |
| 6M | +29.4% | -22.6% | +51.9% | +35.8% |
| YTD | +24.4% | -20.4% | +44.8% | +29.3% |
| 1Y | +10.9% | -29.6% | +40.5% | +18.6% |
| 3Y | +24.1% | +26.6% | -2.5% | +14.4% |
| 5Y | +7.8% | +38.2% | -30.4% | -9.9% |
| All | +7.8% | +39.8% | -32.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling