+52.6%
IT vs DBX
+22.6%
+30.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.8% |
| 7D | -3.7% | +2.1% | -5.8% | -4.3% |
| 30D | +0.1% | +5.7% | -5.7% | -1.8% |
| 3M | +20.7% | +31.8% | -11.1% | +10.7% |
| 6M | +12.0% | +37.5% | -25.5% | +1.1% |
| YTD | -28.8% | +27.9% | -56.7% | -34.1% |
| 1Y | -25.5% | +15.0% | -40.6% | -29.0% |
| 3Y | -48.8% | +27.2% | -75.9% | -53.7% |
| 5Y | -42.7% | +12.8% | -55.5% | -48.1% |
| All | +52.6% | +22.6% | +30.0% | +21.8% |
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