+48.7%
LUNR vs DBX
+35.4%
+13.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | -3.1% | +2.1% | -5.2% | -3.6% |
| 30D | -15.3% | +5.7% | -21.1% | -16.6% |
| 3M | -53.2% | +31.8% | -85.0% | -56.5% |
| 6M | -22.2% | +37.5% | -59.7% | -29.4% |
| YTD | -11.6% | +27.9% | -39.5% | -18.4% |
| 1Y | +68.4% | +15.0% | +53.4% | +59.2% |
| 3Y | +216.8% | +27.2% | +189.6% | +188.2% |
| All | +48.7% | +35.4% | +13.3% | +38.8% |
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