+1,381.0%
NET vs DBX
+81.2%
+1,299.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -4.8% |
| 7D | -16.4% | -1.1% | -15.2% | -15.8% |
| 30D | -25.8% | +5.0% | -30.9% | -28.5% |
| 3M | -11.5% | +4.6% | -16.1% | -14.8% |
| 6M | +18.9% | +43.9% | -25.0% | -13.9% |
| YTD | +35.2% | +29.9% | +5.4% | +5.6% |
| 1Y | +14.5% | +24.6% | -10.2% | -8.7% |
| 3Y | +313.8% | +38.8% | +275.0% | +181.6% |
| 5Y | +32.6% | +16.4% | +16.2% | +2.6% |
| All | +1,381.0% | +81.2% | +1,299.8% | +783.5% |
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