+54.4%
DLR vs DBX
+26.6%
+27.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | -3.3% | +6.6% | +3.8% |
| 30D | +4.6% | -5.9% | +10.5% | +5.4% |
| 3M | -8.3% | -6.7% | -1.6% | -7.6% |
| 6M | -5.6% | +28.0% | -33.6% | -11.0% |
| YTD | +18.7% | +20.6% | -1.9% | +13.1% |
| 1Y | +17.1% | +10.3% | +6.8% | +14.3% |
| 3Y | +54.4% | +24.0% | +30.3% | +47.8% |
| All | +54.4% | +26.6% | +27.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling