+286.9%
RSG vs DBX
+19.3%
+267.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +0.1% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +6.2% | +26.1% | -19.9% | +3.3% |
| 6M | -2.8% | +29.4% | -32.1% | -5.9% |
| YTD | +5.9% | +24.4% | -18.5% | +2.9% |
| 1Y | -1.8% | +10.9% | -12.6% | -3.5% |
| 3Y | +57.5% | +24.1% | +33.4% | +50.8% |
| 5Y | +91.1% | +7.8% | +83.3% | +83.2% |
| All | +286.9% | +19.3% | +267.6% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling