-1.2%
SLB vs DBX
+11.7%
-12.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -4.3% | -7.3% | +3.0% | -2.7% |
| 30D | +1.9% | -5.7% | +7.6% | +3.1% |
| 3M | -5.7% | -6.3% | +0.6% | -4.9% |
| 6M | -5.3% | +12.1% | -17.5% | -9.2% |
| YTD | +32.2% | +16.5% | +15.6% | +24.7% |
| 1Y | +38.5% | +6.1% | +32.4% | +33.6% |
| 3Y | +1.1% | +21.8% | -20.6% | -8.4% |
| 5Y | +70.3% | +19.1% | +51.1% | +51.6% |
| All | -1.2% | +11.7% | -12.9% | -24.2% |
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