+18.7%
DBX vs USHY
+52.3%
-33.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -1.3% | 0.0% | -1.3% | -1.4% |
| 30D | -2.9% | 0.0% | -2.9% | -2.8% |
| 3M | +23.8% | +1.2% | +22.7% | +21.5% |
| 6M | +26.2% | +2.6% | +23.6% | +20.7% |
| YTD | +21.6% | +2.4% | +19.2% | +16.6% |
| 1Y | +11.4% | +4.2% | +7.2% | +3.7% |
| 3Y | +21.3% | +28.0% | -6.8% | -19.4% |
| 5Y | +6.7% | +21.8% | -15.1% | -22.2% |
| All | +18.7% | +52.3% | -33.6% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling