+28.3%
DIS vs DBX
+11.7%
+16.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +4.4% | -7.3% | +11.7% | +6.4% |
| 30D | +10.3% | -5.7% | +16.0% | +11.8% |
| 3M | +15.5% | -6.3% | +21.9% | +16.9% |
| 6M | +11.2% | +12.1% | -0.9% | +6.8% |
| YTD | +5.6% | +16.5% | -11.0% | -0.3% |
| 1Y | +7.7% | +6.1% | +1.7% | +4.2% |
| 3Y | +39.3% | +21.8% | +17.5% | +25.9% |
| 5Y | -29.5% | +19.1% | -48.6% | -37.2% |
| All | +28.3% | +11.7% | +16.6% | +2.6% |
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