+23.2%
DBX vs REPL
-35.6%
+58.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.1% | -3.2% |
| 7D | -4.4% | +22.8% | -27.2% | -4.8% |
| 30D | +4.8% | +63.8% | -59.0% | +3.6% |
| 3M | +0.3% | +68.1% | -67.8% | -0.9% |
| 6M | +40.4% | +528.5% | -488.1% | +31.6% |
| YTD | +24.7% | +122.4% | -97.8% | +18.3% |
| 1Y | +20.9% | +154.4% | -133.5% | +14.3% |
| 3Y | +34.5% | +68.0% | -33.5% | +18.3% |
| All | +23.2% | -35.6% | +58.8% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling