+22.3%
DBX vs RBA
+214.4%
-192.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -0.5% | -12.3% | +11.8% | +2.8% |
| 3M | +28.1% | -20.5% | +48.6% | +34.8% |
| 6M | +33.1% | -18.5% | +51.6% | +38.7% |
| YTD | +25.3% | -18.2% | +43.5% | +30.1% |
| 1Y | +18.3% | -27.5% | +45.9% | +26.7% |
| 3Y | +25.0% | +38.1% | -13.1% | +11.2% |
| 5Y | +7.5% | +44.8% | -37.3% | -8.3% |
| All | +22.3% | +214.4% | -192.1% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling