+7.8%
DBX vs RNG
-70.2%
+78.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +0.3% | -4.1% | +4.3% | +1.3% |
| 30D | 0.0% | +8.6% | -8.6% | -2.0% |
| 3M | +26.1% | +78.0% | -51.9% | +8.4% |
| 6M | +29.4% | +67.0% | -37.7% | +12.1% |
| YTD | +24.4% | +142.4% | -118.0% | -3.3% |
| 1Y | +10.9% | +120.4% | -109.6% | -12.2% |
| 3Y | +24.1% | +122.1% | -98.1% | -5.9% |
| 5Y | +7.8% | -69.8% | +77.6% | +18.5% |
| All | +7.8% | -70.2% | +78.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling