+0.8%
ROL vs DBX
+21.2%
-20.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.3% |
| 7D | -3.4% | -1.3% | -2.1% | -3.3% |
| 30D | -6.9% | -2.9% | -4.1% | -6.8% |
| 3M | -24.6% | +23.8% | -48.4% | -25.9% |
| 6M | -39.5% | +26.2% | -65.7% | -40.6% |
| YTD | -41.1% | +21.6% | -62.7% | -42.0% |
| 1Y | -37.9% | +11.4% | -49.4% | -38.5% |
| 3Y | +0.8% | +21.3% | -20.5% | -1.6% |
| All | +0.8% | +21.2% | -20.4% | -1.6% |
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