+63.6%
DIA vs DBX
+8.9%
+54.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.2% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +3.3% | +26.1% | -22.8% | -1.7% |
| 6M | +10.4% | +29.4% | -18.9% | +3.9% |
| YTD | +10.0% | +24.4% | -14.4% | +4.3% |
| 1Y | +16.2% | +10.9% | +5.3% | +12.8% |
| 3Y | +58.7% | +24.1% | +34.7% | +45.5% |
| 5Y | +63.6% | +7.8% | +55.8% | +46.5% |
| All | +63.6% | +8.9% | +54.7% | +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 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