+483.2%
DECK vs DBX
+19.5%
+463.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.2% |
| 7D | +5.8% | -4.4% | +10.1% | +7.2% |
| 30D | +7.9% | +4.8% | +3.1% | +6.3% |
| 3M | -11.4% | +0.3% | -11.8% | -11.9% |
| 6M | -16.6% | +40.4% | -56.9% | -26.0% |
| YTD | -16.4% | +24.7% | -41.0% | -23.4% |
| 1Y | +8.6% | +20.9% | -12.2% | +0.2% |
| 3Y | -15.1% | +34.5% | -49.6% | -26.3% |
| 5Y | +22.9% | +24.6% | -1.8% | +6.9% |
| All | +483.2% | +19.5% | +463.7% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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