+140.5%
INTC vs DBX
+20.9%
+119.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.0% |
| 7D | +9.4% | -1.8% | +11.3% | +9.9% |
| 30D | +2.7% | +2.8% | -0.2% | +1.5% |
| 3M | -6.3% | +26.8% | -33.0% | -14.2% |
| 6M | +114.5% | +32.8% | +81.7% | +91.3% |
| YTD | +171.9% | +26.1% | +145.8% | +145.6% |
| 1Y | +305.0% | +14.1% | +290.9% | +277.1% |
| 3Y | +168.3% | +25.7% | +142.6% | +136.3% |
| 5Y | +102.3% | +11.2% | +91.1% | +80.2% |
| All | +140.5% | +20.9% | +119.6% | +76.5% |
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