+111.9%
DOCN vs DBX
+22.3%
+89.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.6% |
| 7D | +27.4% | -6.3% | +33.7% | +32.7% |
| 30D | -29.7% | -5.9% | -23.9% | -27.4% |
| 3M | -32.5% | -0.4% | -32.1% | -34.5% |
| 6M | -42.2% | +29.8% | -72.0% | -56.4% |
| YTD | +87.2% | +20.5% | +66.6% | +47.1% |
| 1Y | +86.2% | +8.7% | +77.6% | +59.0% |
| 3Y | +257.4% | +25.9% | +231.5% | +139.7% |
| 5Y | -27.4% | +24.2% | -51.5% | -51.8% |
| All | +111.9% | +22.3% | +89.7% | +45.4% |
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