+34.5%
DBX vs RL
+240.1%
-205.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.9% |
| 7D | -4.4% | -4.2% | -0.2% | -3.8% |
| 30D | +4.8% | +4.3% | +0.5% | +4.1% |
| 3M | +0.3% | -4.6% | +4.9% | +1.0% |
| 6M | +40.4% | +1.7% | +38.7% | +39.2% |
| YTD | +24.7% | +7.3% | +17.3% | +21.7% |
| 1Y | +20.9% | +20.8% | +0.1% | +14.7% |
| 3Y | +34.5% | +247.0% | -212.5% | -1.7% |
| All | +34.5% | +240.1% | -205.6% | -1.7% |
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