+24.0%
DBX vs URA
+35.4%
-11.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.1% |
| 7D | -3.3% | -1.5% | -1.7% | -3.2% |
| 30D | -5.9% | -10.4% | +4.5% | -5.4% |
| 3M | -6.7% | -29.6% | +23.0% | -5.0% |
| 6M | +28.0% | -40.3% | +68.3% | +32.1% |
| YTD | +20.6% | -25.5% | +46.1% | +18.8% |
| 1Y | +10.3% | -26.4% | +36.7% | +8.7% |
| 3Y | +24.0% | +31.4% | -7.4% | +2.8% |
| All | +24.0% | +35.4% | -11.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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