+24.9%
DBX vs USFR
+25.7%
-0.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +2.1% | +0.1% | +2.0% | +1.8% |
| 30D | +5.7% | +0.4% | +5.4% | +5.0% |
| 3M | +31.8% | +1.0% | +30.8% | +29.1% |
| 6M | +37.5% | +2.0% | +35.5% | +32.6% |
| YTD | +27.9% | +2.8% | +25.2% | +22.0% |
| 1Y | +15.0% | +4.1% | +11.0% | +7.6% |
| 3Y | +27.2% | +14.1% | +13.0% | +5.9% |
| 5Y | +12.8% | +20.6% | -7.8% | -16.3% |
| All | +24.9% | +25.7% | -0.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling