-9.7%
RKT vs DBX
+8.9%
-18.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.8% |
| 7D | -1.0% | +0.3% | -1.2% | -1.1% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +1.9% | +26.1% | -24.2% | -8.7% |
| 6M | -13.9% | +29.4% | -43.2% | -24.6% |
| YTD | -30.6% | +24.4% | -55.1% | -38.3% |
| 1Y | -34.4% | +10.9% | -45.2% | -38.6% |
| 3Y | +38.2% | +24.1% | +14.1% | +12.5% |
| 5Y | -9.7% | +7.8% | -17.4% | -25.5% |
| All | -9.7% | +8.9% | -18.5% | -25.5% |
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