+133.5%
RF vs DBX
+16.6%
+116.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.4% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | -3.4% | -2.9% | -0.5% | -2.8% |
| 3M | +6.4% | +23.8% | -17.5% | 0.0% |
| 6M | +13.4% | +26.2% | -12.8% | +5.1% |
| YTD | +14.2% | +21.6% | -7.4% | +6.8% |
| 1Y | +15.7% | +11.4% | +4.3% | +10.4% |
| 3Y | +91.3% | +21.3% | +70.1% | +74.0% |
| 5Y | +89.8% | +6.7% | +83.1% | +73.5% |
| All | +133.5% | +16.6% | +116.9% | +81.7% |
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