+16.4%
DBX vs USFR
+26.6%
-10.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -8.1% | +0.1% | -8.2% | -8.3% |
| 30D | -4.9% | +0.4% | -5.3% | -5.6% |
| 3M | -2.7% | +1.1% | -3.8% | -4.7% |
| 6M | +25.2% | +2.1% | +23.1% | +20.3% |
| YTD | +19.3% | +3.4% | +15.8% | +12.3% |
| 1Y | +6.6% | +4.1% | +2.5% | -0.6% |
| 3Y | +24.6% | +14.4% | +10.2% | +3.1% |
| 5Y | +23.5% | +21.4% | +2.1% | -9.6% |
| All | +16.4% | +26.6% | -10.1% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling