+1.9%
DLTR vs DBX
+27.0%
-25.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -10.1% | +2.1% | -12.2% | -10.3% |
| 30D | -8.1% | +5.7% | -13.9% | -8.7% |
| 3M | +2.9% | +31.8% | -28.9% | -0.2% |
| 6M | +4.3% | +37.5% | -33.1% | +0.7% |
| YTD | -3.9% | +27.9% | -31.8% | -6.6% |
| 1Y | +18.9% | +15.0% | +3.9% | +16.6% |
| 3Y | +1.9% | +27.2% | -25.3% | -6.5% |
| All | +1.9% | +27.0% | -25.1% | -6.5% |
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