+149.8%
RMD vs DBX
+20.9%
+129.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -4.2% | -1.8% | -2.4% | -3.8% |
| 30D | -2.1% | +2.8% | -4.9% | -2.7% |
| 3M | +13.8% | +26.8% | -13.0% | +8.1% |
| 6M | -10.6% | +32.8% | -43.4% | -16.5% |
| YTD | -8.1% | +26.1% | -34.2% | -13.2% |
| 1Y | -18.0% | +14.1% | -32.1% | -21.1% |
| 3Y | +52.9% | +25.7% | +27.1% | +40.8% |
| 5Y | -22.3% | +11.2% | -33.4% | -28.5% |
| All | +149.8% | +20.9% | +129.0% | +101.8% |
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