+23.1%
DBX vs SPY
+225.5%
-202.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.9% |
| 7D | -1.8% | -2.0% | +0.2% | +0.1% |
| 30D | +2.8% | -1.7% | +4.5% | +4.6% |
| 3M | +26.8% | +4.7% | +22.0% | +20.9% |
| 6M | +32.8% | +12.5% | +20.3% | +17.6% |
| YTD | +26.1% | +11.7% | +14.4% | +12.3% |
| 1Y | +14.1% | +17.5% | -3.3% | -3.4% |
| 3Y | +25.7% | +76.6% | -50.8% | -29.7% |
| 5Y | +11.2% | +82.0% | -70.9% | -39.1% |
| All | +23.1% | +225.5% | -202.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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