+22.3%
DBX vs RNG
+9.7%
+12.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -1.4% |
| 7D | -2.4% | +5.8% | -8.2% | -4.0% |
| 30D | -0.5% | +19.6% | -20.1% | -5.3% |
| 3M | +28.1% | +67.0% | -39.0% | +10.0% |
| 6M | +33.1% | +88.4% | -55.3% | +9.7% |
| YTD | +25.3% | +155.5% | -130.2% | -7.0% |
| 1Y | +18.3% | +141.7% | -123.3% | -11.3% |
| 3Y | +25.0% | +131.1% | -106.1% | -9.7% |
| 5Y | +7.5% | -70.6% | +78.1% | +29.8% |
| All | +22.3% | +9.7% | +12.6% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling