-38.5%
DG vs DBX
+8.9%
-47.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.3% | -4.9% | -2.8% |
| 7D | -4.8% | +0.3% | -5.1% | -4.9% |
| 30D | +1.8% | 0.0% | +1.8% | +1.7% |
| 3M | +14.5% | +26.1% | -11.6% | +12.0% |
| 6M | -13.6% | +29.4% | -42.9% | -15.7% |
| YTD | -4.8% | +24.4% | -29.3% | -7.0% |
| 1Y | +21.6% | +10.9% | +10.7% | +19.5% |
| 3Y | +4.5% | +24.1% | -19.6% | -0.2% |
| 5Y | -38.5% | +7.8% | -46.2% | -43.5% |
| All | -38.5% | +8.9% | -47.3% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling