+11.2%
DBX vs SIRI
-42.5%
+53.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.4% |
| 30D | +2.8% | +1.3% | +1.5% | +2.6% |
| 3M | +26.8% | +5.6% | +21.1% | +25.7% |
| 6M | +32.8% | +35.2% | -2.4% | +26.6% |
| YTD | +26.1% | +49.1% | -23.0% | +18.1% |
| 1Y | +14.1% | +26.8% | -12.7% | +9.4% |
| 3Y | +25.7% | -23.7% | +49.4% | +24.9% |
| 5Y | +11.2% | -41.8% | +53.0% | +18.6% |
| All | +11.2% | -42.5% | +53.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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