+22.3%
DBX vs RRC
+192.4%
-170.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.3% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -0.5% | +10.1% | -10.6% | -2.0% |
| 3M | +28.1% | +4.0% | +24.0% | +27.0% |
| 6M | +33.1% | +1.6% | +31.5% | +32.2% |
| YTD | +25.3% | +19.7% | +5.6% | +21.1% |
| 1Y | +18.3% | +21.4% | -3.1% | +13.9% |
| 3Y | +25.0% | +29.7% | -4.6% | +17.6% |
| 5Y | +7.5% | +153.9% | -146.3% | -11.9% |
| All | +22.3% | +192.4% | -170.1% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling