+16.4%
DBX vs RRC
+261.9%
-245.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.1% | +2.1% |
| 7D | -8.1% | -0.5% | -7.7% | -8.1% |
| 30D | -4.9% | +25.2% | -30.1% | -8.5% |
| 3M | -2.7% | +27.8% | -30.5% | -6.8% |
| 6M | +25.2% | +27.2% | -2.0% | +19.8% |
| YTD | +19.3% | +48.2% | -28.9% | +11.0% |
| 1Y | +6.6% | +34.7% | -28.1% | +0.6% |
| 3Y | +24.6% | +62.2% | -37.6% | +12.9% |
| 5Y | +23.5% | +130.9% | -107.4% | +2.7% |
| All | +16.4% | +261.9% | -245.5% | -27.6% |
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