+24.9%
DBX vs USHY
+51.3%
-26.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +2.1% | -0.7% | +2.8% | +3.3% |
| 30D | +5.7% | -0.7% | +6.4% | +7.0% |
| 3M | +31.8% | +0.1% | +31.7% | +31.7% |
| 6M | +37.5% | +1.8% | +35.7% | +33.3% |
| YTD | +27.9% | +1.8% | +26.1% | +24.0% |
| 1Y | +15.0% | +3.3% | +11.8% | +8.8% |
| 3Y | +27.2% | +27.0% | +0.2% | -14.3% |
| 5Y | +12.8% | +21.0% | -8.2% | -16.8% |
| All | +24.9% | +51.3% | -26.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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