+23.1%
DBX vs Z
-43.6%
+66.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.0% |
| 7D | -1.8% | -11.6% | +9.8% | +1.0% |
| 30D | +2.8% | -8.5% | +11.3% | +4.9% |
| 3M | +26.8% | -7.9% | +34.7% | +29.0% |
| 6M | +32.8% | -29.1% | +61.8% | +42.3% |
| YTD | +26.1% | -54.2% | +80.3% | +48.4% |
| 1Y | +14.1% | -63.5% | +77.7% | +40.8% |
| 3Y | +25.7% | -38.6% | +64.3% | +33.1% |
| 5Y | +11.2% | -66.0% | +77.1% | +24.7% |
| All | +23.1% | -43.6% | +66.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling