+201.3%
SO vs DBX
+15.6%
+185.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -0.9% | -6.3% | +5.4% | -0.6% |
| 30D | +4.9% | -5.9% | +10.8% | +5.2% |
| 3M | +0.8% | -0.4% | +1.1% | +0.7% |
| 6M | +0.6% | +29.8% | -29.3% | -0.9% |
| YTD | +8.7% | +20.5% | -11.9% | +7.3% |
| 1Y | +4.0% | +8.7% | -4.7% | +3.3% |
| 3Y | +50.6% | +25.9% | +24.6% | +46.9% |
| 5Y | +77.5% | +24.2% | +53.3% | +71.9% |
| All | +201.3% | +15.6% | +185.8% | +175.6% |
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