+2,831.6%
FIX vs DBX
+12.3%
+2,819.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.0% | +15.4% | +10.6% |
| 7D | -7.2% | -8.6% | +1.3% | -5.8% |
| 30D | -35.1% | -5.2% | -29.9% | -34.8% |
| 3M | -34.3% | -6.4% | -27.9% | -34.2% |
| 6M | -42.9% | +12.7% | -55.7% | -46.1% |
| YTD | +19.5% | +17.2% | +2.3% | +10.6% |
| 1Y | +16.8% | +5.5% | +11.2% | +11.2% |
| 3Y | +506.7% | +24.1% | +482.6% | +439.5% |
| 5Y | +1,046.7% | +14.2% | +1,032.5% | +919.8% |
| All | +2,831.6% | +12.3% | +2,819.2% | +2,171.7% |
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