+140.2%
DLR vs DBX
+20.9%
+119.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | -2.9% | +2.8% | -5.7% | -3.5% |
| 3M | +3.2% | +26.8% | -23.5% | -1.8% |
| 6M | +3.9% | +32.8% | -28.9% | -2.8% |
| YTD | +21.4% | +26.1% | -4.6% | +14.7% |
| 1Y | +9.7% | +14.1% | -4.5% | +5.5% |
| 3Y | +56.5% | +25.7% | +30.8% | +45.8% |
| 5Y | +41.5% | +11.2% | +30.4% | +31.2% |
| All | +140.2% | +20.9% | +119.3% | +101.9% |
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