+108.3%
TECH vs DBX
+19.3%
+89.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +0.3% | 0.0% | +0.3% | +0.1% |
| 3M | +32.9% | +26.1% | +6.8% | +23.5% |
| 6M | +32.1% | +29.4% | +2.7% | +20.6% |
| YTD | +23.4% | +24.4% | -1.0% | +13.9% |
| 1Y | +34.1% | +10.9% | +23.2% | +27.4% |
| 3Y | +2.2% | +24.1% | -21.9% | -9.3% |
| 5Y | -41.8% | +7.8% | -49.6% | -47.7% |
| All | +108.3% | +19.3% | +89.0% | +63.9% |
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