+45.2%
PL vs DBX
+23.4%
+21.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -6.0% | +20.5% | +17.8% |
| 7D | +10.9% | -8.6% | +19.5% | +15.4% |
| 30D | -16.4% | -5.2% | -11.2% | -15.0% |
| 3M | -39.9% | -6.4% | -33.5% | -39.5% |
| 6M | -63.2% | +12.7% | -75.9% | -68.2% |
| YTD | -27.1% | +17.2% | -44.3% | -39.6% |
| 1Y | +12.2% | +5.5% | +6.6% | 0.0% |
| 3Y | +584.3% | +24.1% | +560.2% | +418.3% |
| 5Y | +37.0% | +14.2% | +22.8% | -4.9% |
| All | +45.2% | +23.4% | +21.8% | +0.1% |
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