+320.3%
LIN vs DBX
+15.6%
+304.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | -3.3% | +5.4% | +2.6% |
| 30D | +6.8% | -5.9% | +12.6% | +7.8% |
| 3M | +10.4% | -6.7% | +17.1% | +11.3% |
| 6M | +3.2% | +28.0% | -24.8% | -2.0% |
| YTD | +24.6% | +20.6% | +4.0% | +19.0% |
| 1Y | +24.4% | +10.3% | +14.1% | +20.7% |
| 3Y | +36.7% | +24.0% | +12.7% | +26.6% |
| 5Y | +67.0% | +24.2% | +42.8% | +51.6% |
| All | +320.3% | +15.6% | +304.7% | +246.8% |
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