+87.4%
O vs DBX
+22.6%
+64.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -2.9% | +2.1% | -5.0% | -3.2% |
| 30D | -4.5% | +5.7% | -10.3% | -5.4% |
| 3M | -2.6% | +31.8% | -34.4% | -6.7% |
| 6M | -5.6% | +37.5% | -43.1% | -10.5% |
| YTD | +9.3% | +27.9% | -18.6% | +4.6% |
| 1Y | +4.3% | +15.0% | -10.7% | +1.3% |
| 3Y | +27.4% | +27.2% | +0.3% | +19.3% |
| 5Y | +17.1% | +12.8% | +4.3% | +9.7% |
| All | +87.4% | +22.6% | +64.8% | +53.7% |
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