+24.9%
DBX vs RRX
+158.9%
-134.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +5.7% | -6.1% | +11.9% | +7.1% |
| 3M | +31.8% | -23.1% | +54.9% | +37.5% |
| 6M | +37.5% | -19.5% | +57.0% | +39.3% |
| YTD | +27.9% | +16.1% | +11.8% | +14.8% |
| 1Y | +15.0% | +12.9% | +2.1% | +3.2% |
| 3Y | +27.2% | +7.9% | +19.2% | +9.7% |
| 5Y | +12.8% | +19.1% | -6.3% | -8.8% |
| All | +24.9% | +158.9% | -134.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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