-33.1%
ROL vs DBX
+9.0%
-42.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -1.7% | -6.3% | +4.6% | -1.3% |
| 30D | +18.5% | -5.9% | +24.4% | +19.0% |
| 3M | +4.3% | -0.4% | +4.7% | +4.4% |
| 6M | -27.7% | +29.8% | -57.6% | -28.1% |
| YTD | -35.8% | +20.5% | -56.3% | -36.1% |
| All | -33.1% | +9.0% | -42.1% | -34.1% |
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