+21.8%
ROK vs DBX
+13.9%
+7.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.0% |
| 7D | -1.6% | -1.8% | +0.2% | -1.7% |
| 30D | -5.4% | +2.8% | -8.3% | -5.1% |
| 3M | -4.0% | +26.8% | -30.7% | -2.2% |
| 6M | +13.3% | +32.8% | -19.4% | +15.8% |
| YTD | +9.3% | +26.1% | -16.7% | +11.3% |
| All | +21.8% | +13.9% | +7.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling