+383.3%
ROKU vs DBX
+22.6%
+360.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.3% |
| 7D | -0.4% | +2.1% | -2.5% | -1.7% |
| 30D | +2.1% | +5.7% | -3.7% | -1.8% |
| 3M | +29.5% | +31.8% | -2.3% | +8.2% |
| 6M | +53.8% | +37.5% | +16.3% | +22.2% |
| YTD | +42.8% | +27.9% | +14.9% | +18.5% |
| 1Y | +60.7% | +15.0% | +45.7% | +40.9% |
| 3Y | +83.9% | +27.2% | +56.7% | +51.5% |
| 5Y | -52.8% | +12.8% | -65.6% | -58.9% |
| All | +383.3% | +22.6% | +360.6% | +262.0% |
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