-53.5%
S vs DBX
+16.7%
-70.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.5% |
| 7D | -0.7% | +2.1% | -2.7% | -2.4% |
| 30D | -11.4% | +5.7% | -17.2% | -15.3% |
| 3M | +33.8% | +31.8% | +2.0% | +6.3% |
| 6M | +39.5% | +37.5% | +2.0% | +5.3% |
| YTD | +31.7% | +27.9% | +3.8% | +5.7% |
| 1Y | +7.0% | +15.0% | -8.1% | -7.1% |
| 3Y | +11.8% | +27.2% | -15.4% | -21.1% |
| 5Y | -69.0% | +12.8% | -81.8% | -76.7% |
| All | -53.5% | +16.7% | -70.2% | -67.6% |
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