+24.9%
DBX vs RNG
+3.0%
+21.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +2.1% | -6.1% | +8.2% | +3.9% |
| 30D | +5.7% | +9.6% | -3.9% | +3.1% |
| 3M | +31.8% | +83.3% | -51.5% | +10.5% |
| 6M | +37.5% | +77.9% | -40.5% | +15.2% |
| YTD | +27.9% | +139.9% | -112.0% | -3.4% |
| 1Y | +15.0% | +121.7% | -106.6% | -11.6% |
| 3Y | +27.2% | +121.9% | -94.7% | -7.1% |
| 5Y | +12.8% | -68.4% | +81.1% | +32.5% |
| All | +24.9% | +3.0% | +21.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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