+1,449.6%
NET vs DBX
+74.8%
+1,374.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.3% |
| 7D | -7.0% | -2.4% | -4.5% | -5.3% |
| 30D | -4.8% | -0.5% | -4.3% | -4.3% |
| 3M | +3.8% | +28.1% | -24.2% | -13.3% |
| 6M | +50.0% | +33.1% | +17.0% | +15.9% |
| YTD | +41.5% | +25.3% | +16.2% | +14.2% |
| 1Y | +32.8% | +18.3% | +14.5% | +10.2% |
| 3Y | +335.9% | +25.0% | +310.9% | +225.8% |
| 5Y | +113.8% | +7.5% | +106.3% | +74.3% |
| All | +1,449.6% | +74.8% | +1,374.7% | +854.8% |
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