+23.5%
DBX vs RUN
-83.2%
+106.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +2.0% |
| 7D | -8.1% | +3.2% | -11.3% | -8.5% |
| 30D | -4.9% | +19.5% | -24.4% | -6.4% |
| 3M | -2.7% | -9.6% | +6.9% | -2.4% |
| 6M | +25.2% | -37.3% | +62.5% | +28.5% |
| YTD | +19.3% | -50.7% | +70.0% | +23.1% |
| 1Y | +6.6% | -54.1% | +60.7% | +10.5% |
| 3Y | +24.6% | -3.9% | +28.5% | +3.6% |
| 5Y | +23.5% | -84.4% | +107.9% | +33.5% |
| All | +23.5% | -83.2% | +106.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling