+23.1%
DBX vs ZBRA
+148.0%
-125.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.8% | -3.8% | +2.0% | -0.6% |
| 30D | +2.8% | -10.2% | +13.0% | +6.6% |
| 3M | +26.8% | +58.7% | -31.9% | +6.7% |
| 6M | +32.8% | +61.9% | -29.1% | +9.7% |
| YTD | +26.1% | +41.7% | -15.6% | +8.4% |
| 1Y | +14.1% | +12.4% | +1.8% | +5.8% |
| 3Y | +25.7% | +34.2% | -8.5% | +3.6% |
| 5Y | +11.2% | -40.8% | +51.9% | +22.5% |
| All | +23.1% | +148.0% | -125.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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