+10.4%
DBX vs RY
+140.8%
-130.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -2.4% | +3.1% | -5.6% | -3.9% |
| 30D | -0.5% | -0.3% | -0.2% | -0.4% |
| 3M | +28.1% | +8.7% | +19.4% | +22.1% |
| 6M | +33.1% | +28.5% | +4.6% | +15.2% |
| YTD | +25.3% | +25.1% | +0.2% | +10.0% |
| 1Y | +18.3% | +46.3% | -27.9% | -5.7% |
| 3Y | +25.0% | +154.9% | -129.9% | -30.7% |
| All | +10.4% | +140.8% | -130.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling