+53.1%
ROK vs DBX
+27.0%
+26.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -1.2% | +2.1% | -3.3% | -1.6% |
| 30D | -4.8% | +5.7% | -10.5% | -5.8% |
| 3M | -6.1% | +31.8% | -37.9% | -11.3% |
| 6M | +15.5% | +37.5% | -22.0% | +7.1% |
| YTD | +11.2% | +27.9% | -16.7% | +5.0% |
| 1Y | +23.8% | +15.0% | +8.8% | +20.2% |
| 3Y | +53.1% | +27.2% | +25.9% | +39.9% |
| All | +53.1% | +27.0% | +26.1% | +39.9% |
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