+423.7%
DKS vs DBX
+22.6%
+401.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.0% |
| 7D | -3.0% | +2.1% | -5.1% | -3.6% |
| 30D | -33.4% | +5.7% | -39.1% | -34.6% |
| 3M | -39.4% | +31.8% | -71.2% | -44.8% |
| 6M | -30.1% | +37.5% | -67.6% | -38.0% |
| YTD | -31.0% | +27.9% | -58.9% | -37.4% |
| 1Y | -40.2% | +15.0% | -55.2% | -44.0% |
| 3Y | +30.9% | +27.2% | +3.8% | +14.9% |
| 5Y | +14.0% | +12.8% | +1.2% | +0.6% |
| All | +423.7% | +22.6% | +401.1% | +287.6% |
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