+13.8%
DBX vs RRC
+257.3%
-243.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.8% | -5.4% | -1.3% |
| 7D | -7.3% | -5.2% | -2.1% | -6.6% |
| 30D | -5.7% | +25.2% | -30.9% | -9.3% |
| 3M | -6.3% | +27.4% | -33.7% | -10.2% |
| 6M | +12.1% | +27.0% | -14.9% | +7.3% |
| YTD | +16.5% | +46.3% | -29.7% | +8.7% |
| 1Y | +6.1% | +37.1% | -31.1% | -0.2% |
| 3Y | +21.8% | +60.2% | -38.4% | +10.6% |
| 5Y | +19.1% | +136.6% | -117.5% | -1.4% |
| All | +13.8% | +257.3% | -243.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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