+13.0%
SLB vs DBX
+16.6%
-3.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +13.6% | -2.9% | +16.5% | +14.1% |
| 3M | +1.5% | +23.8% | -22.3% | -4.0% |
| 6M | +23.0% | +26.2% | -3.2% | +14.7% |
| YTD | +51.2% | +21.6% | +29.6% | +41.9% |
| 1Y | +63.5% | +11.4% | +52.1% | +56.2% |
| 3Y | +2.5% | +21.3% | -18.8% | -6.5% |
| 5Y | +139.2% | +6.7% | +132.5% | +120.3% |
| All | +13.0% | +16.6% | -3.5% | -13.7% |
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