+26.8%
PL vs DBX
+31.2%
-4.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.1% | +13.5% | +12.1% |
| 7D | -6.8% | -4.4% | -2.4% | -4.8% |
| 30D | -29.3% | +4.8% | -34.1% | -31.7% |
| 3M | -44.8% | +0.3% | -45.1% | -46.2% |
| 6M | -68.4% | +40.4% | -108.8% | -76.3% |
| YTD | -36.4% | +24.7% | -61.0% | -48.7% |
| 1Y | +0.7% | +20.9% | -20.2% | -17.6% |
| 3Y | +455.3% | +34.5% | +420.8% | +303.3% |
| 5Y | +22.7% | +24.6% | -2.0% | -17.2% |
| All | +26.8% | +31.2% | -4.5% | -15.0% |
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