+212.1%
RTX vs DBX
+20.9%
+191.2%
-52.0%
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 | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | -11.2% | +2.8% | -14.1% | -11.7% |
| 3M | +12.0% | +26.8% | -14.7% | +7.1% |
| 6M | -3.6% | +32.8% | -36.3% | -9.1% |
| YTD | +9.2% | +26.1% | -16.9% | +3.8% |
| 1Y | +29.7% | +14.1% | +15.6% | +25.3% |
| 3Y | +152.0% | +25.7% | +126.2% | +133.4% |
| 5Y | +165.8% | +11.2% | +154.6% | +146.8% |
| All | +212.1% | +20.9% | +191.2% | +152.0% |
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