-100.0%
DFNS vs DBX
+49.5%
-149.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +1.1% | -20.4% | -19.5% |
| 7D | -12.7% | -6.3% | -6.4% | -11.8% |
| 30D | -65.2% | -5.9% | -59.3% | -64.9% |
| 3M | -94.6% | -0.4% | -94.2% | -94.6% |
| 6M | -96.2% | +29.8% | -126.1% | -96.3% |
| YTD | -99.6% | +20.5% | -120.1% | -99.6% |
| 1Y | -99.7% | +8.7% | -108.4% | -99.7% |
| 3Y | -100.0% | +25.9% | -125.9% | -100.0% |
| 5Y | -100.0% | +24.2% | -124.1% | -100.0% |
| All | -100.0% | +49.5% | -149.5% | -100.0% |
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