-4.2%
ROL vs DBX
+8.9%
-13.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | -3.3% | +0.3% | -3.5% | -3.3% |
| 30D | -7.2% | 0.0% | -7.2% | -7.3% |
| 3M | -27.0% | +26.1% | -53.1% | -29.4% |
| 6M | -39.5% | +29.4% | -68.9% | -41.9% |
| YTD | -41.8% | +24.4% | -66.2% | -43.8% |
| 1Y | -38.9% | +10.9% | -49.7% | -40.1% |
| 3Y | -0.4% | +24.1% | -24.5% | -6.1% |
| 5Y | -4.2% | +7.8% | -12.0% | -8.7% |
| All | -4.2% | +8.9% | -13.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling