+44.1%
PL vs DBX
+22.7%
+21.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +5.6% | -7.3% | +12.9% | +9.1% |
| 30D | -16.9% | -5.7% | -11.2% | -15.3% |
| 3M | -38.2% | -6.3% | -31.9% | -37.9% |
| 6M | -63.4% | +12.1% | -75.6% | -68.3% |
| YTD | -27.6% | +16.5% | -44.2% | -39.8% |
| 1Y | +6.6% | +6.1% | +0.5% | -5.4% |
| 3Y | +557.6% | +21.8% | +535.8% | +404.5% |
| 5Y | +39.5% | +19.1% | +20.4% | -3.0% |
| All | +44.1% | +22.7% | +21.5% | -0.3% |
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