+13.8%
DBX vs Z
-47.7%
+61.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +5.0% | +0.7% |
| 7D | -7.3% | -6.5% | -0.9% | -6.2% |
| 30D | -5.7% | -0.1% | -5.6% | -6.3% |
| 3M | -6.3% | -14.1% | +7.8% | -3.8% |
| 6M | +12.1% | -30.1% | +42.2% | +20.4% |
| YTD | +16.5% | -57.5% | +74.1% | +38.4% |
| 1Y | +6.1% | -60.3% | +66.4% | +27.7% |
| 3Y | +21.8% | -21.0% | +42.8% | +21.0% |
| 5Y | +19.1% | -54.9% | +74.0% | +27.6% |
| All | +13.8% | -47.7% | +61.4% | +8.7% |
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