+315.7%
LIN vs DBX
+12.3%
+303.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +2.0% |
| 7D | +0.1% | -8.6% | +8.7% | +1.6% |
| 30D | +7.6% | -5.2% | +12.7% | +8.5% |
| 3M | +6.5% | -6.4% | +13.0% | +7.4% |
| 6M | +6.2% | +12.7% | -6.5% | +3.1% |
| YTD | +23.2% | +17.2% | +6.0% | +18.2% |
| 1Y | +25.4% | +5.5% | +19.9% | +22.7% |
| 3Y | +38.3% | +24.1% | +14.2% | +27.9% |
| 5Y | +64.4% | +14.2% | +50.2% | +51.3% |
| All | +315.7% | +12.3% | +303.4% | +244.7% |
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