+57.3%
DRAM vs DBX
+44.3%
+13.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.2% |
| 7D | +18.0% | -6.3% | +24.3% | +14.9% |
| 30D | -17.4% | -5.9% | -11.5% | -19.3% |
| 3M | -20.3% | -0.4% | -20.0% | -19.7% |
| 6M | -14.9% | +29.8% | -44.7% | -8.0% |
| All | +57.3% | +44.3% | +13.0% | +70.7% |
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