+7.8%
DBX vs RUN
-80.3%
+88.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +2.7% |
| 7D | +0.3% | -1.8% | +2.0% | +0.4% |
| 30D | 0.0% | -10.8% | +10.8% | +0.8% |
| 3M | +26.1% | -30.2% | +56.3% | +29.1% |
| 6M | +29.4% | -22.3% | +51.7% | +30.5% |
| YTD | +24.4% | -52.2% | +76.6% | +29.3% |
| 1Y | +10.9% | -45.1% | +56.0% | +12.7% |
| 3Y | +24.1% | -37.1% | +61.2% | +9.1% |
| 5Y | +7.8% | -80.3% | +88.0% | +8.0% |
| All | +7.8% | -80.3% | +88.0% | +8.0% |
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