+2,870.7%
FIX vs DBX
+15.6%
+2,855.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -3.1% |
| 7D | +16.9% | -6.3% | +23.2% | +18.2% |
| 30D | -30.6% | -5.9% | -24.8% | -30.1% |
| 3M | -35.1% | -0.4% | -34.7% | -35.8% |
| 6M | -44.0% | +29.8% | -73.8% | -48.8% |
| YTD | +21.0% | +20.5% | +0.5% | +11.5% |
| 1Y | +16.2% | +8.7% | +7.5% | +10.0% |
| 3Y | +506.9% | +25.9% | +480.9% | +438.7% |
| 5Y | +1,051.1% | +24.2% | +1,026.9% | +904.2% |
| All | +2,870.7% | +15.6% | +2,855.1% | +2,189.2% |
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