+212.5%
RTX vs DBX
+15.6%
+196.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | +3.4% | -6.3% | +9.7% | +4.4% |
| 30D | +8.4% | -5.9% | +14.3% | +9.3% |
| 3M | -10.7% | -0.4% | -10.3% | -11.0% |
| 6M | +11.7% | +29.8% | -18.1% | +5.9% |
| YTD | +9.3% | +20.5% | -11.2% | +4.4% |
| 1Y | +13.3% | +8.7% | +4.6% | +10.2% |
| 3Y | +156.1% | +25.9% | +130.2% | +136.1% |
| 5Y | +148.5% | +24.2% | +124.4% | +125.3% |
| All | +212.5% | +15.6% | +196.9% | +153.6% |
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