+21.3%
DBX vs RL
+211.8%
-190.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | -2.9% | -12.2% | +9.3% | -0.8% |
| 3M | +23.8% | -6.6% | +30.5% | +24.6% |
| 6M | +26.2% | +3.2% | +23.0% | +23.7% |
| YTD | +21.6% | -1.3% | +22.9% | +20.3% |
| 1Y | +11.4% | +13.6% | -2.2% | +6.4% |
| 3Y | +21.3% | +210.9% | -189.6% | -9.9% |
| All | +21.3% | +211.8% | -190.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling