+558.9%
RMBS vs DBX
+22.6%
+536.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +1.8% | +2.1% | -0.3% | +1.0% |
| 30D | -13.9% | +5.7% | -19.6% | -15.8% |
| 3M | -39.8% | +31.8% | -71.6% | -45.9% |
| 6M | -6.0% | +37.5% | -43.5% | -18.5% |
| YTD | -5.4% | +27.9% | -33.3% | -15.9% |
| 1Y | -1.8% | +15.0% | -16.9% | -9.6% |
| 3Y | +53.7% | +27.2% | +26.5% | +33.7% |
| 5Y | +268.5% | +12.8% | +255.7% | +223.5% |
| All | +558.9% | +22.6% | +536.2% | +405.2% |
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 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