+17.7%
DBX vs Z
-46.2%
+63.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.7% |
| 7D | -3.3% | +0.8% | -4.1% | -3.6% |
| 30D | -5.9% | +5.2% | -11.1% | -7.5% |
| 3M | -6.7% | -17.0% | +10.4% | -3.4% |
| 6M | +28.0% | -22.7% | +50.6% | +34.3% |
| YTD | +20.6% | -56.3% | +76.9% | +42.3% |
| 1Y | +10.3% | -57.7% | +67.9% | +30.8% |
| 3Y | +24.0% | -16.5% | +40.6% | +21.7% |
| 5Y | +24.2% | -53.4% | +77.6% | +32.1% |
| All | +17.7% | -46.2% | +63.9% | +11.8% |
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