+175.5%
LOW vs DBX
+22.6%
+152.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.2% |
| 7D | -3.7% | +2.1% | -5.8% | -4.2% |
| 30D | -8.9% | +5.7% | -14.6% | -10.2% |
| 3M | -10.4% | +31.8% | -42.2% | -16.5% |
| 6M | -19.4% | +37.5% | -56.9% | -26.4% |
| YTD | -17.1% | +27.9% | -45.0% | -23.0% |
| 1Y | -26.3% | +15.0% | -41.3% | -29.9% |
| 3Y | -9.9% | +27.2% | -37.1% | -18.9% |
| 5Y | +6.1% | +12.8% | -6.7% | -4.1% |
| All | +175.5% | +22.6% | +152.9% | +109.5% |
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