+22.3%
DBX vs RUN
+4.2%
+18.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.6% |
| 30D | -0.5% | -15.3% | +14.8% | +1.1% |
| 3M | +28.1% | -40.0% | +68.1% | +34.4% |
| 6M | +33.1% | -27.0% | +60.0% | +35.7% |
| YTD | +25.3% | -51.7% | +77.0% | +31.8% |
| 1Y | +18.3% | -45.9% | +64.2% | +21.2% |
| 3Y | +25.0% | -43.8% | +68.8% | +9.1% |
| 5Y | +7.5% | -80.5% | +88.0% | +3.3% |
| All | +22.3% | +4.2% | +18.1% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling