+248.6%
DRI vs DBX
+14.3%
+234.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -0.7% | -8.1% | +7.4% | +1.3% |
| 30D | +14.7% | -4.9% | +19.6% | +16.0% |
| 3M | +5.4% | -2.7% | +8.1% | +5.5% |
| 6M | +18.8% | +25.2% | -6.3% | +11.1% |
| YTD | +28.4% | +19.3% | +9.1% | +20.5% |
| 1Y | +37.7% | +6.6% | +31.1% | +32.9% |
| 3Y | +68.0% | +24.6% | +43.3% | +50.6% |
| 5Y | +78.8% | +23.5% | +55.3% | +57.0% |
| All | +248.6% | +14.3% | +234.3% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling