+48.9%
ROP vs DBX
+20.9%
+28.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -8.0% | -1.8% | -6.2% | -7.6% |
| 30D | -2.7% | +2.8% | -5.6% | -3.4% |
| 3M | +16.6% | +26.8% | -10.2% | +10.4% |
| 6M | +10.4% | +32.8% | -22.4% | +3.0% |
| YTD | -12.1% | +26.1% | -38.2% | -17.0% |
| 1Y | -23.6% | +14.1% | -37.8% | -26.6% |
| 3Y | -19.3% | +25.7% | -45.0% | -25.7% |
| 5Y | -15.4% | +11.2% | -26.5% | -21.8% |
| All | +48.9% | +20.9% | +28.0% | +20.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling