+40.9%
DUK vs DBX
+10.1%
+30.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.7% |
| 30D | -2.2% | +2.8% | -5.1% | -2.3% |
| 3M | -3.7% | +26.8% | -30.5% | -3.8% |
| 6M | -6.3% | +32.8% | -39.1% | -6.5% |
| YTD | +4.5% | +26.1% | -21.6% | +4.5% |
| 1Y | +1.8% | +14.1% | -12.3% | +1.9% |
| 3Y | +46.8% | +25.7% | +21.1% | +45.7% |
| All | +40.9% | +10.1% | +30.8% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling