+68.1%
DG vs DBX
+15.6%
+52.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.3% | -3.3% | +3.6% | +0.6% |
| 30D | +3.2% | -5.9% | +9.1% | +4.0% |
| 3M | +10.4% | -6.7% | +17.1% | +11.2% |
| 6M | +33.2% | +28.0% | +5.2% | +29.2% |
| YTD | +3.0% | +20.6% | -17.6% | +0.3% |
| 1Y | +31.2% | +10.3% | +20.9% | +29.0% |
| 3Y | +21.8% | +24.0% | -2.2% | +15.8% |
| 5Y | -35.0% | +24.2% | -59.2% | -39.3% |
| All | +68.1% | +15.6% | +52.4% | +46.5% |
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