+145.3%
DHR vs DBX
+22.6%
+122.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | -3.6% | +2.1% | -5.7% | -4.0% |
| 30D | -2.7% | +5.7% | -8.5% | -4.0% |
| 3M | +10.9% | +31.8% | -20.9% | +4.6% |
| 6M | +3.0% | +37.5% | -34.4% | -4.3% |
| YTD | -12.2% | +27.9% | -40.1% | -17.3% |
| 1Y | +3.3% | +15.0% | -11.7% | -0.9% |
| 3Y | -8.2% | +27.2% | -35.4% | -16.1% |
| 5Y | -29.9% | +12.8% | -42.7% | -36.0% |
| All | +145.3% | +22.6% | +122.7% | +98.9% |
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