+40.4%
PL vs DBX
+26.9%
+13.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.6% |
| 7D | +22.3% | -6.3% | +28.5% | +25.7% |
| 30D | -8.3% | -5.9% | -2.4% | -6.2% |
| 3M | -43.3% | -0.4% | -42.9% | -44.9% |
| 6M | -65.8% | +29.8% | -95.7% | -72.9% |
| YTD | -29.5% | +20.5% | -50.1% | -42.5% |
| 1Y | +11.7% | +8.7% | +3.1% | -1.8% |
| 3Y | +540.6% | +25.9% | +514.6% | +382.3% |
| 5Y | +32.9% | +24.2% | +8.7% | -9.3% |
| All | +40.4% | +26.9% | +13.5% | -4.7% |
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