+145.6%
DLR vs DBX
+16.6%
+129.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -2.2% | -2.9% | +0.7% | -1.8% |
| 3M | +4.7% | +23.8% | -19.1% | 0.0% |
| 6M | +9.0% | +26.2% | -17.2% | +3.0% |
| YTD | +24.1% | +21.6% | +2.5% | +18.0% |
| 1Y | +20.9% | +11.4% | +9.5% | +16.8% |
| 3Y | +60.0% | +21.3% | +38.8% | +50.1% |
| 5Y | +35.3% | +6.7% | +28.6% | +26.4% |
| All | +145.6% | +16.6% | +129.0% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling