+21.5%
DBX vs Z
-42.0%
+63.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.3% | -7.1% | +7.3% | +2.0% |
| 30D | 0.0% | -4.8% | +4.8% | +1.1% |
| 3M | +26.1% | -9.3% | +35.4% | +28.7% |
| 6M | +29.4% | -29.0% | +58.3% | +38.6% |
| YTD | +24.4% | -52.9% | +77.3% | +45.5% |
| 1Y | +10.9% | -63.1% | +74.0% | +36.5% |
| 3Y | +24.1% | -36.9% | +60.9% | +30.5% |
| 5Y | +7.8% | -65.5% | +73.3% | +20.5% |
| All | +21.5% | -42.0% | +63.4% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling