+24.9%
DBX vs RUN
+0.4%
+24.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +2.1% | -3.7% | +5.8% | +2.5% |
| 30D | +5.7% | -13.0% | +18.7% | +7.2% |
| 3M | +31.8% | -31.8% | +63.6% | +36.5% |
| 6M | +37.5% | -32.2% | +69.7% | +41.3% |
| YTD | +27.9% | -53.5% | +81.4% | +35.1% |
| 1Y | +15.0% | -46.5% | +61.6% | +18.1% |
| 3Y | +27.2% | -37.6% | +64.8% | +8.7% |
| 5Y | +12.8% | -80.9% | +93.6% | +8.4% |
| All | +24.9% | +0.4% | +24.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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