+18.7%
DBX vs RL
+278.3%
-259.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | -2.9% | -12.2% | +9.3% | +0.2% |
| 3M | +23.8% | -6.6% | +30.5% | +25.2% |
| 6M | +26.2% | +3.2% | +23.0% | +23.4% |
| YTD | +21.6% | -1.3% | +22.9% | +20.0% |
| 1Y | +11.4% | +13.6% | -2.2% | +5.7% |
| 3Y | +21.3% | +210.9% | -189.6% | -14.7% |
| 5Y | +6.7% | +246.9% | -240.2% | -28.6% |
| All | +18.7% | +278.3% | -259.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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