+56.2%
RIG vs DBX
+11.7%
+44.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | -3.1% | +2.1% | -5.2% | -3.9% |
| 30D | -0.5% | +5.7% | -6.3% | -3.1% |
| 3M | -6.0% | +31.8% | -37.8% | -17.3% |
| 6M | -10.1% | +37.5% | -47.6% | -23.4% |
| YTD | +37.3% | +27.9% | +9.4% | +20.6% |
| 1Y | +73.9% | +15.0% | +58.9% | +60.0% |
| 3Y | -30.2% | +27.2% | -57.4% | -41.3% |
| All | +56.2% | +11.7% | +44.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling