+13.8%
DBX vs TRU
-35.6%
+49.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +2.1% | -2.7% | +4.8% | +3.1% |
| 30D | +5.7% | -2.0% | +7.8% | +6.5% |
| 3M | +31.8% | +18.4% | +13.4% | +24.1% |
| 6M | +37.5% | +8.9% | +28.6% | +32.6% |
| YTD | +27.9% | -8.9% | +36.9% | +30.4% |
| 1Y | +15.0% | -15.9% | +30.9% | +19.8% |
| 3Y | +27.2% | -1.1% | +28.3% | +21.6% |
| All | +13.8% | -35.6% | +49.4% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling