+7.8%
DBX vs USFR
+20.4%
-12.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | 0.0% | +0.3% | -0.3% | -0.7% |
| 3M | +26.1% | +1.0% | +25.1% | +23.1% |
| 6M | +29.4% | +1.9% | +27.4% | +24.4% |
| YTD | +24.4% | +2.7% | +21.8% | +18.6% |
| 1Y | +10.9% | +4.0% | +6.9% | +4.2% |
| 3Y | +24.1% | +14.0% | +10.0% | +12.0% |
| 5Y | +7.8% | +20.4% | -12.7% | -17.3% |
| All | +7.8% | +20.4% | -12.7% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling