+53.3%
DG vs DBX
+20.9%
+32.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -6.3% | -1.8% | -4.5% | -6.1% |
| 30D | +2.4% | +2.8% | -0.4% | +2.0% |
| 3M | +12.4% | +26.8% | -14.3% | +9.3% |
| 6M | -14.9% | +32.8% | -47.7% | -17.9% |
| YTD | -6.1% | +26.1% | -32.1% | -8.9% |
| 1Y | +17.9% | +14.1% | +3.7% | +15.4% |
| 3Y | +3.1% | +25.7% | -22.6% | -2.0% |
| 5Y | -38.7% | +11.2% | -49.8% | -41.9% |
| All | +53.3% | +20.9% | +32.5% | +33.1% |
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