+27.5%
SOLS vs DBX
+22.2%
+5.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.4% |
| 7D | -3.5% | +2.1% | -5.5% | -2.8% |
| 30D | -1.0% | +5.7% | -6.7% | +0.8% |
| 3M | -24.1% | +31.8% | -55.9% | -17.1% |
| 6M | -18.0% | +37.5% | -55.4% | -8.9% |
| YTD | +27.1% | +27.9% | -0.9% | +44.0% |
| All | +27.5% | +22.2% | +5.3% | +45.8% |
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