+17.7%
DBX vs RUN
+1.2%
+16.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -3.3% | -13.5% | +10.3% | -1.8% |
| 30D | -5.9% | +18.3% | -24.2% | -7.9% |
| 3M | -6.7% | -12.5% | +5.8% | -5.9% |
| 6M | +28.0% | -40.3% | +68.3% | +33.4% |
| YTD | +20.6% | -53.1% | +73.7% | +26.6% |
| 1Y | +10.3% | -54.3% | +64.6% | +15.8% |
| 3Y | +24.0% | -6.5% | +30.5% | -0.6% |
| 5Y | +24.2% | -85.3% | +109.5% | +25.3% |
| All | +17.7% | +1.2% | +16.6% | -33.0% |
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 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