+180.2%
ON vs DBX
+20.9%
+159.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.7% |
| 7D | -4.7% | -1.8% | -2.9% | -4.0% |
| 30D | -13.5% | +2.8% | -16.3% | -14.9% |
| 3M | -36.3% | +26.8% | -63.1% | -44.3% |
| 6M | +17.8% | +32.8% | -15.0% | -1.7% |
| YTD | +29.6% | +26.1% | +3.5% | +10.3% |
| 1Y | +45.8% | +14.1% | +31.7% | +29.8% |
| 3Y | -28.3% | +25.7% | -54.1% | -41.8% |
| 5Y | +49.6% | +11.2% | +38.5% | +26.5% |
| All | +180.2% | +20.9% | +159.4% | +88.7% |
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