+16.4%
DBX vs RY
+255.4%
-239.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +2.0% |
| 7D | -8.1% | -3.0% | -5.2% | -6.6% |
| 30D | -4.9% | +6.3% | -11.2% | -8.2% |
| 3M | -2.7% | -2.6% | -0.1% | -1.5% |
| 6M | +25.2% | +13.9% | +11.2% | +15.0% |
| YTD | +19.3% | +21.7% | -2.4% | +4.8% |
| 1Y | +6.6% | +40.4% | -33.8% | -14.5% |
| 3Y | +24.6% | +161.3% | -136.7% | -33.4% |
| 5Y | +23.5% | +126.5% | -103.0% | -28.1% |
| All | +16.4% | +255.4% | -239.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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