-27.0%
RKT vs DBX
+49.8%
-76.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.4% |
| 7D | -7.2% | -1.8% | -5.4% | -6.6% |
| 30D | -7.9% | +2.8% | -10.7% | -9.0% |
| 3M | +5.2% | +26.8% | -21.6% | -5.2% |
| 6M | -14.9% | +32.8% | -47.7% | -25.6% |
| YTD | -31.9% | +26.1% | -57.9% | -39.2% |
| 1Y | -36.9% | +14.1% | -51.0% | -41.5% |
| 3Y | +35.7% | +25.7% | +10.0% | +13.3% |
| 5Y | -9.7% | +11.2% | -20.8% | -25.5% |
| All | -27.0% | +49.8% | -76.8% | -46.0% |
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