+63.3%
DPZ vs DBX
+15.6%
+47.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.2% |
| 7D | -2.5% | -6.3% | +3.8% | -1.2% |
| 30D | +12.5% | -5.9% | +18.4% | +13.8% |
| 3M | -5.2% | -0.4% | -4.9% | -5.5% |
| 6M | +8.8% | +29.8% | -21.1% | +2.7% |
| YTD | -18.7% | +20.5% | -39.2% | -22.4% |
| 1Y | -15.7% | +8.7% | -24.3% | -18.0% |
| 3Y | -7.5% | +25.9% | -33.4% | -14.7% |
| 5Y | -30.1% | +24.2% | -54.2% | -36.6% |
| All | +63.3% | +15.6% | +47.8% | +36.9% |
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