+95.2%
ROL vs DBX
+15.6%
+79.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +3.0% | -3.3% | +6.2% | +3.5% |
| 30D | +19.8% | -5.9% | +25.6% | +20.9% |
| 3M | +7.9% | -6.7% | +14.6% | +8.9% |
| 6M | -25.6% | +28.0% | -53.6% | -28.9% |
| YTD | -34.1% | +20.6% | -54.8% | -36.7% |
| 1Y | -31.4% | +10.3% | -41.7% | -33.2% |
| 3Y | +4.7% | +24.0% | -19.4% | -2.2% |
| 5Y | +15.6% | +24.2% | -8.6% | +6.0% |
| All | +95.2% | +15.6% | +79.6% | +63.8% |
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