+162.9%
RTX vs DBX
+8.9%
+154.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.9% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | +9.2% | +26.1% | -16.9% | +5.9% |
| 6M | -4.4% | +29.4% | -33.8% | -7.9% |
| YTD | +8.9% | +24.4% | -15.5% | +5.4% |
| 1Y | +32.1% | +10.9% | +21.2% | +30.0% |
| 3Y | +151.2% | +24.1% | +127.2% | +137.1% |
| 5Y | +162.9% | +7.8% | +155.1% | +136.2% |
| All | +162.9% | +8.9% | +154.0% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling