+203.4%
IR vs DBX
+15.6%
+187.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.5% | -3.3% | +5.8% | +3.2% |
| 30D | +9.2% | -5.9% | +15.0% | +10.4% |
| 3M | +0.9% | -6.7% | +7.6% | +2.0% |
| 6M | +19.2% | +28.0% | -8.7% | +10.7% |
| YTD | +7.5% | +20.6% | -13.1% | +0.3% |
| 1Y | +11.7% | +10.3% | +1.4% | +6.6% |
| 3Y | +23.9% | +24.0% | -0.1% | +11.2% |
| 5Y | +46.4% | +24.2% | +22.1% | +28.5% |
| All | +203.4% | +15.6% | +187.8% | +138.7% |
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