+16.4%
DBX vs RUN
+6.3%
+10.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.9% |
| 7D | -8.1% | +3.2% | -11.3% | -8.6% |
| 30D | -4.9% | +19.5% | -24.4% | -7.1% |
| 3M | -2.7% | -9.6% | +6.9% | -2.2% |
| 6M | +25.2% | -37.3% | +62.5% | +29.9% |
| YTD | +19.3% | -50.7% | +70.0% | +24.6% |
| 1Y | +6.6% | -54.1% | +60.7% | +11.9% |
| 3Y | +24.6% | -3.9% | +28.5% | -0.3% |
| 5Y | +23.5% | -84.4% | +107.9% | +23.7% |
| All | +16.4% | +6.3% | +10.1% | -34.1% |
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