+22.3%
DBX vs USFR
+25.6%
-3.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -0.5% | +0.3% | -0.8% | -1.1% |
| 3M | +28.1% | +1.0% | +27.1% | +25.5% |
| 6M | +33.1% | +1.9% | +31.1% | +28.5% |
| YTD | +25.3% | +2.6% | +22.7% | +19.8% |
| 1Y | +18.3% | +4.0% | +14.3% | +10.9% |
| 3Y | +25.0% | +14.1% | +10.9% | +4.1% |
| 5Y | +7.5% | +20.4% | -12.9% | -19.9% |
| All | +22.3% | +25.6% | -3.3% | -16.8% |
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