+88.5%
O vs DBX
+15.6%
+72.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.4% | -6.3% | +5.9% | +0.5% |
| 30D | +8.3% | -5.9% | +14.2% | +9.1% |
| 3M | -4.0% | -0.4% | -3.6% | -4.2% |
| 6M | -2.6% | +29.8% | -32.5% | -6.8% |
| YTD | +9.9% | +20.5% | -10.7% | +5.9% |
| 1Y | +9.8% | +8.7% | +1.2% | +7.5% |
| 3Y | +39.7% | +25.9% | +13.8% | +30.6% |
| 5Y | +9.2% | +24.2% | -15.0% | +0.5% |
| All | +88.5% | +15.6% | +72.9% | +55.7% |
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