+97.1%
F vs DBX
+19.3%
+77.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.3% | -6.2% | -4.5% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | -2.9% | 0.0% | -2.9% | -3.1% |
| 3M | -9.1% | +26.1% | -35.2% | -14.6% |
| 6M | +12.9% | +29.4% | -16.4% | +4.4% |
| YTD | +6.1% | +24.4% | -18.4% | -1.1% |
| 1Y | +22.5% | +10.9% | +11.7% | +17.4% |
| 3Y | +32.1% | +24.1% | +8.0% | +19.2% |
| 5Y | +43.7% | +7.8% | +36.0% | +30.0% |
| All | +97.1% | +19.3% | +77.8% | +59.2% |
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