+10.4%
DBX vs URA
+128.0%
-117.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.6% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | -0.5% | +7.4% | -7.9% | -1.9% |
| 3M | +28.1% | -8.4% | +36.4% | +29.5% |
| 6M | +33.1% | -12.7% | +45.8% | +34.4% |
| YTD | +25.3% | +7.8% | +17.5% | +18.7% |
| 1Y | +18.3% | +19.5% | -1.1% | +7.3% |
| 3Y | +25.0% | +116.4% | -91.4% | -9.5% |
| All | +10.4% | +128.0% | -117.6% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling