-99.9%
DFNS vs DBX
+56.4%
-156.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | -73.1% | +2.8% | -75.9% | -73.3% |
| 3M | -71.4% | +26.8% | -98.1% | -72.1% |
| 6M | -93.8% | +32.8% | -126.6% | -94.0% |
| YTD | -98.0% | +26.1% | -124.1% | -98.1% |
| 1Y | -98.2% | +14.1% | -112.3% | -98.2% |
| 3Y | -99.9% | +25.7% | -125.6% | -99.9% |
| 5Y | -99.9% | +11.2% | -111.0% | -99.9% |
| All | -99.9% | +56.4% | -156.3% | -99.9% |
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