+205.0%
SO vs DBX
+15.6%
+189.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +1.4% | -3.3% | +4.6% | +1.5% |
| 30D | +4.7% | -5.9% | +10.6% | +5.0% |
| 3M | +1.7% | -6.7% | +8.4% | +1.9% |
| 6M | +2.2% | +28.0% | -25.8% | +0.7% |
| YTD | +10.0% | +20.6% | -10.6% | +8.6% |
| 1Y | +6.0% | +10.3% | -4.3% | +5.3% |
| 3Y | +54.1% | +24.0% | +30.1% | +50.6% |
| 5Y | +79.6% | +24.2% | +55.4% | +74.0% |
| All | +205.0% | +15.6% | +189.4% | +179.0% |
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