+195.9%
ROK vs DBX
+20.1%
+175.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.9% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | -3.3% | -0.5% | -2.8% | -3.4% |
| 3M | -5.9% | +28.1% | -33.9% | -12.6% |
| 6M | +13.9% | +33.1% | -19.2% | +3.6% |
| YTD | +12.6% | +25.3% | -12.7% | +4.0% |
| 1Y | +28.6% | +18.3% | +10.2% | +20.2% |
| 3Y | +45.1% | +25.0% | +20.1% | +30.5% |
| 5Y | +45.6% | +7.5% | +38.0% | +32.4% |
| All | +195.9% | +20.1% | +175.8% | +125.8% |
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 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