-17.4%
RMBS vs DBX
+22.5%
-39.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.2% | -4.7% |
| 7D | -8.9% | -1.1% | -7.8% | -9.2% |
| 30D | -24.8% | +5.0% | -29.9% | -23.2% |
| 3M | -17.6% | +4.6% | -22.2% | -15.5% |
| 6M | -25.7% | +43.9% | -69.6% | -16.4% |
| YTD | -9.8% | +29.9% | -39.6% | +0.2% |
| 1Y | -17.4% | +24.6% | -42.0% | -8.2% |
| All | -17.4% | +22.5% | -39.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling