+17.7%
DBX vs RRC
+259.2%
-241.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | -6.3% | +2.5% | -8.8% | -6.7% |
| 30D | -5.9% | +21.1% | -27.0% | -9.0% |
| 3M | -0.4% | +28.4% | -28.7% | -4.6% |
| 6M | +29.8% | +26.5% | +3.4% | +24.3% |
| YTD | +20.5% | +47.0% | -26.5% | +12.3% |
| 1Y | +8.7% | +35.2% | -26.5% | +2.5% |
| 3Y | +25.9% | +61.0% | -35.1% | +14.3% |
| 5Y | +24.2% | +133.6% | -109.5% | +3.0% |
| All | +17.7% | +259.2% | -241.5% | -26.8% |
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