+24.1%
DBX vs RVTY
+90.0%
-65.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.6% | -9.6% | -6.5% |
| 7D | -8.6% | +6.0% | -14.6% | -9.4% |
| 30D | -5.2% | +4.3% | -9.5% | -5.9% |
| 3M | -6.4% | +40.2% | -46.6% | -11.3% |
| 6M | +12.7% | +59.3% | -46.6% | +4.1% |
| YTD | +17.2% | +66.5% | -49.3% | +6.9% |
| 1Y | +5.5% | +77.5% | -71.9% | -5.4% |
| 3Y | +24.1% | +92.5% | -68.4% | +9.8% |
| All | +24.1% | +90.0% | -65.9% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling