+192.2%
ROK vs DBX
+22.6%
+169.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | -4.8% | +5.7% | -10.5% | -6.4% |
| 3M | -6.1% | +31.8% | -37.9% | -13.4% |
| 6M | +15.5% | +37.5% | -22.0% | +4.1% |
| YTD | +11.2% | +27.9% | -16.7% | +2.2% |
| 1Y | +23.8% | +15.0% | +8.8% | +16.8% |
| 3Y | +53.1% | +27.2% | +25.9% | +37.1% |
| 5Y | +48.3% | +12.8% | +35.5% | +33.3% |
| All | +192.2% | +22.6% | +169.5% | +121.8% |
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