+387.7%
DXCM vs DBX
+19.3%
+368.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.6% |
| 7D | -6.5% | +0.3% | -6.7% | -6.6% |
| 30D | -4.3% | 0.0% | -4.3% | -4.5% |
| 3M | +7.3% | +26.1% | -18.8% | -1.7% |
| 6M | +22.0% | +29.4% | -7.3% | +9.6% |
| YTD | +26.4% | +24.4% | +2.0% | +14.9% |
| 1Y | +7.0% | +10.9% | -3.9% | +0.8% |
| 3Y | -19.6% | +24.1% | -43.7% | -30.5% |
| 5Y | -39.3% | +7.8% | -47.0% | -46.2% |
| All | +387.7% | +19.3% | +368.4% | +282.6% |
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