+115.6%
DT vs DBX
+48.8%
+66.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | -2.5% | -1.8% | -0.7% | -1.5% |
| 30D | +3.5% | +2.8% | +0.7% | +1.8% |
| 3M | +26.7% | +26.8% | -0.1% | +10.1% |
| 6M | +36.1% | +32.8% | +3.4% | +13.7% |
| YTD | +18.6% | +26.1% | -7.4% | +2.2% |
| 1Y | +7.9% | +14.1% | -6.2% | -2.3% |
| 3Y | +8.6% | +25.7% | -17.1% | -12.3% |
| 5Y | -26.7% | +11.2% | -37.8% | -37.9% |
| All | +115.6% | +48.8% | +66.8% | +50.7% |
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