+22.3%
DBX vs RL
+282.6%
-260.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -2.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -0.5% | -7.8% | +7.3% | +1.3% |
| 3M | +28.1% | -4.0% | +32.0% | +28.5% |
| 6M | +33.1% | -1.9% | +35.0% | +31.8% |
| YTD | +25.3% | -0.2% | +25.5% | +23.3% |
| 1Y | +18.3% | +10.7% | +7.7% | +13.0% |
| 3Y | +25.0% | +210.8% | -185.7% | -12.1% |
| 5Y | +7.5% | +238.2% | -230.7% | -27.7% |
| All | +22.3% | +282.6% | -260.3% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling