+5.1%
DBX vs REPL
+39.1%
-34.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -6.1% |
| 7D | -8.6% | +14.2% | -22.8% | -9.0% |
| 30D | -5.2% | +65.9% | -71.1% | -7.0% |
| 3M | -6.4% | +84.6% | -91.0% | -8.7% |
| 6M | +12.7% | +446.9% | -434.2% | +2.2% |
| YTD | +17.2% | +129.0% | -111.8% | +7.4% |
| 1Y | +5.5% | +167.9% | -162.3% | -4.0% |
| 3Y | +24.1% | +93.9% | -69.8% | -0.1% |
| 5Y | +14.2% | -33.0% | +47.2% | -1.0% |
| All | +5.1% | +39.1% | -34.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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