+186.0%
SO vs DBX
+20.9%
+165.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | -3.7% | +2.8% | -6.6% | -3.9% |
| 3M | -5.9% | +26.8% | -32.7% | -7.1% |
| 6M | -7.3% | +32.8% | -40.1% | -8.8% |
| YTD | +3.1% | +26.1% | -23.0% | +1.7% |
| 1Y | -1.0% | +14.1% | -15.1% | -1.9% |
| 3Y | +43.2% | +25.7% | +17.5% | +40.0% |
| 5Y | +59.1% | +11.2% | +47.9% | +55.5% |
| All | +186.0% | +20.9% | +165.1% | +161.2% |
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