-47.8%
S vs DBX
+10.0%
-57.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +2.0% | -3.3% | +5.2% | +4.0% |
| 30D | -2.7% | -5.9% | +3.2% | +1.6% |
| 3M | -6.9% | -6.7% | -0.2% | -2.4% |
| 6M | +38.1% | +28.0% | +10.1% | +10.8% |
| YTD | +48.0% | +20.6% | +27.4% | +23.4% |
| 1Y | +34.5% | +10.3% | +24.2% | +20.2% |
| 3Y | +38.3% | +24.0% | +14.3% | -2.5% |
| 5Y | -70.9% | +24.2% | -95.1% | -79.9% |
| All | -47.8% | +10.0% | -57.8% | -62.2% |
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 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