+14.2%
DBX vs SPY
+71.5%
-57.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -8.2% |
| 7D | -8.6% | +0.1% | -8.7% | -8.9% |
| 30D | -5.2% | -3.3% | -1.9% | -2.4% |
| 3M | -6.4% | -2.4% | -4.0% | -4.6% |
| 6M | +12.7% | +2.6% | +10.2% | +8.8% |
| YTD | +17.2% | +11.2% | +6.0% | +3.9% |
| 1Y | +5.5% | +13.4% | -7.9% | -8.5% |
| 3Y | +24.1% | +79.9% | -55.8% | -36.1% |
| 5Y | +14.2% | +72.2% | -58.0% | -37.8% |
| All | +14.2% | +71.5% | -57.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling