-44.0%
S vs DBX
+8.8%
-52.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | -0.4% |
| 7D | +1.2% | -8.1% | +9.4% | +7.8% |
| 30D | -7.3% | -4.9% | -2.4% | -4.2% |
| 3M | +5.9% | -2.7% | +8.6% | +7.3% |
| 6M | +45.6% | +25.2% | +20.4% | +19.1% |
| YTD | +58.5% | +19.3% | +39.3% | +33.4% |
| 1Y | +37.6% | +6.6% | +31.0% | +26.8% |
| 3Y | +51.7% | +24.6% | +27.0% | +5.9% |
| 5Y | -67.5% | +23.5% | -91.0% | -77.4% |
| All | -44.0% | +8.8% | -52.9% | -59.1% |
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