+136.2%
NI vs DBX
+22.6%
+113.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | 0.0% | +2.1% | -2.0% | -0.1% |
| 30D | -1.4% | +5.7% | -7.1% | -1.8% |
| 3M | -10.6% | +31.8% | -42.4% | -12.6% |
| 6M | -9.3% | +37.5% | -46.8% | -11.9% |
| YTD | +1.1% | +27.9% | -26.8% | -1.2% |
| 1Y | +3.4% | +15.0% | -11.7% | +1.8% |
| 3Y | +67.9% | +27.2% | +40.7% | +62.2% |
| 5Y | +98.0% | +12.8% | +85.2% | +90.9% |
| All | +136.2% | +22.6% | +113.6% | +110.1% |
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