+183.8%
ON vs DBX
+15.6%
+168.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +12.2% | -3.3% | +15.5% | +13.5% |
| 30D | -3.1% | -5.9% | +2.7% | -1.1% |
| 3M | -12.9% | -6.7% | -6.2% | -11.5% |
| 6M | -38.6% | +28.0% | -66.6% | -47.7% |
| YTD | +31.2% | +20.6% | +10.6% | +12.6% |
| 1Y | +47.6% | +10.3% | +37.3% | +32.2% |
| 3Y | +6.6% | +24.0% | -17.4% | -14.2% |
| 5Y | +21.3% | +24.2% | -3.0% | -3.0% |
| All | +183.8% | +15.6% | +168.2% | +92.5% |
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