+95.7%
DOCU vs DBX
+10.1%
+85.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +4.0% |
| 7D | -4.8% | -8.6% | +3.8% | +0.6% |
| 30D | +9.4% | -5.2% | +14.6% | +13.0% |
| 3M | +29.0% | -6.4% | +35.4% | +34.3% |
| 6M | +62.3% | +12.7% | +49.6% | +50.7% |
| YTD | +13.7% | +17.2% | -3.5% | +2.5% |
| 1Y | +11.5% | +5.5% | +6.0% | +7.1% |
| 3Y | +94.2% | +24.1% | +70.1% | +60.2% |
| 5Y | -71.7% | +14.2% | -85.9% | -75.1% |
| All | +95.7% | +10.1% | +85.6% | +66.5% |
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 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