+22.3%
DBX vs SPXU
-99.0%
+121.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -0.5% | +0.8% | -1.3% | 0.0% |
| 3M | +28.1% | -4.7% | +32.8% | +26.8% |
| 6M | +33.1% | -29.6% | +62.7% | +20.1% |
| YTD | +25.3% | -29.9% | +55.2% | +13.4% |
| 1Y | +18.3% | -39.1% | +57.4% | +2.8% |
| 3Y | +25.0% | -80.0% | +105.0% | -17.4% |
| 5Y | +7.5% | -86.0% | +93.6% | -25.9% |
| All | +22.3% | -99.0% | +121.3% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling