+32.9%
DLTR vs DBX
+10.1%
+22.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -9.4% | -1.8% | -7.6% | -9.2% |
| 30D | -7.3% | +2.8% | -10.2% | -7.9% |
| 3M | +7.6% | +26.8% | -19.2% | +2.9% |
| 6M | +1.6% | +32.8% | -31.2% | -4.0% |
| YTD | -3.5% | +26.1% | -29.6% | -8.0% |
| 1Y | +20.0% | +14.1% | +5.9% | +16.3% |
| 3Y | +2.3% | +25.7% | -23.4% | -5.7% |
| All | +32.9% | +10.1% | +22.8% | +9.0% |
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