+6.7%
DBX vs SPY
+81.8%
-75.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -1.3% | +0.5% | -1.9% | -1.8% |
| 30D | -2.9% | -0.9% | -1.9% | -1.8% |
| 3M | +23.8% | +3.9% | +20.0% | +18.9% |
| 6M | +26.2% | +14.5% | +11.7% | +9.3% |
| YTD | +21.6% | +12.9% | +8.7% | +6.8% |
| 1Y | +11.4% | +19.4% | -7.9% | -8.0% |
| 3Y | +21.3% | +78.5% | -57.2% | -36.8% |
| 5Y | +6.7% | +81.8% | -75.1% | -46.1% |
| All | +6.7% | +81.8% | -75.1% | -46.1% |
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