+22.7%
DBX vs USFR
+14.3%
+8.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -8.1% | +0.1% | -8.2% | -8.5% |
| 30D | -4.9% | +0.4% | -5.3% | -6.8% |
| 3M | -2.7% | +1.1% | -3.8% | -8.3% |
| 6M | +25.2% | +2.1% | +23.1% | +10.5% |
| YTD | +19.3% | +3.4% | +15.8% | +0.9% |
| 1Y | +6.6% | +4.1% | +2.5% | -11.3% |
| All | +22.7% | +14.3% | +8.3% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling