+21.5%
DBX vs RVTY
+68.0%
-46.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +3.2% |
| 7D | +0.3% | -5.4% | +5.7% | +2.3% |
| 30D | 0.0% | +6.7% | -6.7% | -2.5% |
| 3M | +26.1% | +19.0% | +7.1% | +17.2% |
| 6M | +29.4% | +34.6% | -5.3% | +13.5% |
| YTD | +24.4% | +28.3% | -3.8% | +10.4% |
| 1Y | +10.9% | +46.0% | -35.2% | -7.7% |
| 3Y | +24.1% | +16.9% | +7.2% | +7.6% |
| 5Y | +7.8% | -32.9% | +40.7% | +21.2% |
| All | +21.5% | +68.0% | -46.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling