+775.7%
TER vs DBX
+19.3%
+756.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +12.4% | +0.3% | +12.1% | +12.1% |
| 30D | +5.1% | 0.0% | +5.1% | +4.7% |
| 3M | +4.0% | +26.1% | -22.1% | -5.7% |
| 6M | +29.5% | +29.4% | +0.2% | +13.8% |
| YTD | +98.5% | +24.4% | +74.0% | +76.1% |
| 1Y | +234.1% | +10.9% | +223.2% | +208.4% |
| 3Y | +289.0% | +24.1% | +265.0% | +230.6% |
| 5Y | +228.2% | +7.8% | +220.4% | +186.7% |
| All | +775.7% | +19.3% | +756.4% | +533.1% |
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