+18.7%
DBX vs RRX
+161.2%
-142.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.5% | -3.0% |
| 7D | -1.3% | +4.3% | -5.6% | -2.2% |
| 30D | -2.9% | -8.0% | +5.1% | -1.2% |
| 3M | +23.8% | -22.0% | +45.9% | +28.7% |
| 6M | +26.2% | -11.9% | +38.1% | +24.6% |
| YTD | +21.6% | +17.1% | +4.5% | +9.0% |
| 1Y | +11.4% | +14.9% | -3.5% | -0.5% |
| 3Y | +21.3% | +6.9% | +14.4% | +5.2% |
| 5Y | +6.7% | +19.6% | -12.9% | -13.7% |
| All | +18.7% | +161.2% | -142.5% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling