-89.0%
OPEN vs DBX
+50.3%
-139.3%
-98.6%
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% | -3.7% |
| 7D | -15.0% | -3.3% | -11.7% | -13.0% |
| 30D | -40.2% | -5.9% | -34.3% | -36.6% |
| 3M | -67.4% | -6.7% | -60.7% | -65.8% |
| 6M | -74.0% | +28.0% | -102.0% | -79.4% |
| YTD | -79.6% | +20.6% | -100.2% | -83.6% |
| 1Y | -86.1% | +10.3% | -96.4% | -87.9% |
| 3Y | -41.4% | +24.0% | -65.4% | -58.6% |
| 5Y | -94.9% | +24.2% | -119.1% | -96.5% |
| All | -89.0% | +50.3% | -139.3% | -92.8% |
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