+37.4%
PR vs DBX
+12.3%
+25.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | +1.1% |
| 7D | -12.4% | -8.6% | -3.8% | -9.7% |
| 30D | -6.6% | -5.2% | -1.4% | -5.0% |
| 3M | +7.5% | -6.4% | +13.9% | +9.1% |
| 6M | +10.8% | +12.7% | -2.0% | +3.6% |
| YTD | +57.0% | +17.2% | +39.8% | +42.8% |
| 1Y | +67.9% | +5.5% | +62.4% | +58.8% |
| 3Y | +87.6% | +24.1% | +63.5% | +59.0% |
| 5Y | +220.4% | +14.2% | +206.2% | +174.4% |
| All | +37.4% | +12.3% | +25.0% | +2.3% |
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