+211.2%
RTX vs DBX
+19.3%
+191.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.6% | 0.0% | -11.6% | -11.7% |
| 3M | +9.2% | +26.1% | -16.9% | +4.5% |
| 6M | -4.4% | +29.4% | -33.8% | -9.5% |
| YTD | +8.9% | +24.4% | -15.5% | +3.7% |
| 1Y | +32.1% | +10.9% | +21.2% | +28.3% |
| 3Y | +151.2% | +24.1% | +127.2% | +133.2% |
| 5Y | +162.9% | +7.8% | +155.1% | +145.7% |
| All | +211.2% | +19.3% | +191.9% | +151.9% |
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