+103.3%
DOCU vs DBX
+13.3%
+90.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.1% | -3.3% | +7.3% | +6.1% |
| 30D | +7.4% | -5.9% | +13.2% | +11.4% |
| 3M | +26.0% | -6.7% | +32.7% | +31.2% |
| 6M | +79.2% | +28.0% | +51.2% | +54.0% |
| YTD | +18.1% | +20.6% | -2.5% | +4.5% |
| 1Y | +20.5% | +10.3% | +10.2% | +12.6% |
| 3Y | +96.4% | +24.0% | +72.4% | +62.2% |
| 5Y | -69.5% | +24.2% | -93.7% | -74.2% |
| All | +103.3% | +13.3% | +90.0% | +69.8% |
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