-12.1%
DOW vs DBX
+59.2%
-71.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.4% |
| 7D | -1.4% | +2.1% | -3.5% | -1.9% |
| 30D | -3.9% | +5.7% | -9.7% | -5.5% |
| 3M | -12.7% | +31.8% | -44.5% | -19.1% |
| 6M | -13.7% | +37.5% | -51.1% | -21.7% |
| YTD | +28.4% | +27.9% | +0.5% | +18.7% |
| 1Y | +21.8% | +15.0% | +6.7% | +15.4% |
| 3Y | -35.7% | +27.2% | -62.9% | -42.4% |
| 5Y | -36.8% | +12.8% | -49.6% | -42.9% |
| All | -12.1% | +59.2% | -71.2% | -35.8% |
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