+12.4%
DKS vs DBX
+8.4%
+4.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -4.7% | -1.8% | -2.9% | -4.1% |
| 30D | -35.1% | +2.8% | -37.9% | -35.8% |
| 3M | -37.7% | +26.8% | -64.5% | -43.4% |
| 6M | -30.7% | +32.8% | -63.5% | -39.1% |
| YTD | -31.9% | +26.1% | -58.0% | -39.0% |
| 1Y | -40.0% | +14.1% | -54.1% | -44.1% |
| 3Y | +28.4% | +25.7% | +2.7% | +7.8% |
| 5Y | +12.4% | +11.2% | +1.3% | -13.0% |
| All | +12.4% | +8.4% | +4.0% | -13.0% |
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