-74.1%
OPEN vs DBX
+57.1%
-131.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -7.7% |
| 7D | -10.5% | -1.8% | -8.7% | -9.4% |
| 30D | -21.8% | +2.8% | -24.6% | -24.0% |
| 3M | -37.5% | +26.8% | -64.3% | -49.4% |
| 6M | -44.1% | +32.8% | -76.9% | -58.4% |
| YTD | -52.0% | +26.1% | -78.1% | -62.7% |
| 1Y | -52.2% | +14.1% | -66.4% | -59.6% |
| 3Y | -25.9% | +25.7% | -51.6% | -47.5% |
| 5Y | -85.1% | +11.2% | -96.2% | -89.3% |
| All | -74.1% | +57.1% | -131.2% | -83.5% |
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