+274.2%
LIN vs DBX
+16.6%
+257.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | -3.5% | -1.3% | -2.1% | -3.3% |
| 30D | -4.1% | -2.9% | -1.2% | -3.7% |
| 3M | -6.4% | +23.8% | -30.2% | -10.2% |
| 6M | -2.4% | +26.2% | -28.6% | -7.3% |
| YTD | +10.9% | +21.6% | -10.7% | +6.0% |
| 1Y | 0.0% | +11.4% | -11.4% | -3.0% |
| 3Y | +25.8% | +21.3% | +4.6% | +17.4% |
| 5Y | +60.8% | +6.7% | +54.2% | +49.8% |
| All | +274.2% | +16.6% | +257.7% | +209.1% |
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