+17.7%
DBX vs RL
+322.1%
-304.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.3% |
| 7D | -3.3% | +2.6% | -5.8% | -4.0% |
| 30D | -5.9% | +2.9% | -8.8% | -6.8% |
| 3M | -6.7% | 0.0% | -6.7% | -7.1% |
| 6M | +28.0% | +17.1% | +10.9% | +21.3% |
| YTD | +20.6% | +10.1% | +10.5% | +15.5% |
| 1Y | +10.3% | +17.3% | -7.0% | +3.7% |
| 3Y | +24.0% | +249.3% | -225.3% | -15.5% |
| 5Y | +24.2% | +240.9% | -216.7% | -17.0% |
| All | +17.7% | +322.1% | -304.3% | -33.0% |
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