+53.7%
RMBS vs DBX
+27.0%
+26.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +1.8% | +2.1% | -0.3% | +1.3% |
| 30D | -13.9% | +5.7% | -19.6% | -15.2% |
| 3M | -39.8% | +31.8% | -71.6% | -44.6% |
| 6M | -6.0% | +37.5% | -43.5% | -16.7% |
| YTD | -5.4% | +27.9% | -33.3% | -13.5% |
| 1Y | -1.8% | +15.0% | -16.9% | -5.9% |
| 3Y | +53.7% | +27.2% | +26.5% | +26.3% |
| All | +53.7% | +27.0% | +26.7% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling