+21.3%
DBX vs RUN
-35.6%
+56.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -3.0% |
| 7D | -1.3% | +10.2% | -11.5% | -1.6% |
| 30D | -2.9% | -9.6% | +6.7% | -2.6% |
| 3M | +23.8% | -31.5% | +55.3% | +25.0% |
| 6M | +26.2% | -18.7% | +44.9% | +26.4% |
| YTD | +21.6% | -49.9% | +71.5% | +23.4% |
| 1Y | +11.4% | -45.5% | +56.9% | +12.3% |
| 3Y | +21.3% | -34.1% | +55.4% | +13.9% |
| All | +21.3% | -35.6% | +56.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling