-22.1%
ROP vs DBX
+20.4%
-42.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.1% | -2.8% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | +3.2% | -0.5% | +3.7% | +3.3% |
| 3M | +23.1% | +28.1% | -5.0% | +14.8% |
| 6M | +13.3% | +33.1% | -19.8% | +4.6% |
| YTD | -7.9% | +25.3% | -33.1% | -15.0% |
| 1Y | -22.1% | +18.3% | -40.4% | -28.1% |
| All | -22.1% | +20.4% | -42.5% | -28.1% |
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