+159.8%
RMD vs DBX
+20.1%
+139.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | -5.0% | -2.4% | -2.5% | -4.5% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +17.8% | +28.1% | -10.2% | +11.8% |
| 6M | -11.3% | +33.1% | -44.4% | -17.2% |
| YTD | -4.4% | +25.3% | -29.7% | -9.6% |
| 1Y | -15.7% | +18.3% | -34.1% | -19.6% |
| 3Y | +47.7% | +25.0% | +22.7% | +36.2% |
| 5Y | -19.2% | +7.5% | -26.7% | -25.2% |
| All | +159.8% | +20.1% | +139.7% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling