-37.1%
DOCS vs DBX
+12.3%
-49.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +2.6% | -3.3% | +5.8% | +4.5% |
| 30D | +11.4% | -5.9% | +17.3% | +15.6% |
| 3M | +25.4% | -6.7% | +32.1% | +30.6% |
| 6M | +42.5% | +28.0% | +14.6% | +21.8% |
| YTD | -24.7% | +20.6% | -45.3% | -34.4% |
| 1Y | -32.9% | +10.3% | -43.2% | -38.2% |
| 3Y | +39.6% | +24.0% | +15.6% | +4.5% |
| 5Y | -54.6% | +24.2% | -78.9% | -66.9% |
| All | -37.1% | +12.3% | -49.3% | -49.2% |
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