+25.4%
DBX vs TRU
-2.2%
+27.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -1.8% | -9.4% | +7.6% | +0.8% |
| 30D | +2.8% | -4.1% | +7.0% | +4.0% |
| 3M | +26.8% | +13.6% | +13.2% | +22.7% |
| 6M | +32.8% | +3.6% | +29.2% | +31.0% |
| YTD | +26.1% | -9.8% | +35.9% | +28.0% |
| 1Y | +14.1% | -13.6% | +27.8% | +16.6% |
| All | +25.4% | -2.2% | +27.6% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling