+22.3%
DBX vs TRU
+42.8%
-20.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -0.2% |
| 7D | -2.4% | -6.8% | +4.3% | +0.1% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | +28.1% | +13.3% | +14.8% | +22.0% |
| 6M | +33.1% | +3.4% | +29.7% | +30.5% |
| YTD | +25.3% | -6.4% | +31.7% | +26.5% |
| 1Y | +18.3% | -9.7% | +28.0% | +20.1% |
| 3Y | +25.0% | +0.1% | +24.9% | +16.1% |
| 5Y | +7.5% | -34.0% | +41.6% | +17.3% |
| All | +22.3% | +42.8% | -20.5% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling