+49.6%
ROP vs DBX
+19.3%
+30.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.9% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +16.7% | +26.1% | -9.4% | +10.6% |
| 6M | +8.1% | +29.4% | -21.3% | +1.4% |
| YTD | -11.7% | +24.4% | -36.1% | -16.4% |
| 1Y | -24.2% | +10.9% | -35.1% | -26.7% |
| 3Y | -19.0% | +24.1% | -43.0% | -25.1% |
| 5Y | -15.9% | +7.8% | -23.6% | -21.7% |
| All | +49.6% | +19.3% | +30.3% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling