+77.5%
T vs DBX
+20.9%
+56.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | +4.3% | +2.8% | +1.4% | +3.9% |
| 3M | +11.6% | +26.8% | -15.2% | +8.6% |
| 6M | -5.6% | +32.8% | -38.3% | -8.8% |
| YTD | +6.6% | +26.1% | -19.5% | +3.5% |
| 1Y | -8.4% | +14.1% | -22.5% | -10.2% |
| 3Y | +107.8% | +25.7% | +82.1% | +98.5% |
| 5Y | +68.3% | +11.2% | +57.1% | +60.5% |
| All | +77.5% | +20.9% | +56.6% | +54.3% |
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