-17.9%
ROP vs DBX
+21.2%
-39.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.1% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | -1.6% | -2.9% | +1.2% | -1.0% |
| 3M | +18.8% | +23.8% | -5.0% | +13.1% |
| 6M | +8.2% | +26.2% | -18.0% | +2.2% |
| YTD | -10.5% | +21.6% | -32.1% | -14.9% |
| 1Y | -23.7% | +11.4% | -35.2% | -26.6% |
| 3Y | -17.9% | +21.3% | -39.1% | -25.3% |
| All | -17.9% | +21.2% | -39.0% | -25.3% |
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