+469.5%
TER vs DBX
+15.6%
+453.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.4% | -5.4% |
| 7D | +14.4% | -3.3% | +17.6% | +15.2% |
| 30D | -30.6% | -5.9% | -24.7% | -29.6% |
| 3M | -39.2% | -6.7% | -32.5% | -38.8% |
| 6M | -31.3% | +28.0% | -59.3% | -39.3% |
| YTD | +29.1% | +20.6% | +8.5% | +14.2% |
| 1Y | +47.4% | +10.3% | +37.1% | +34.8% |
| 3Y | +191.2% | +24.0% | +167.2% | +143.5% |
| 5Y | +74.0% | +24.2% | +49.8% | +43.1% |
| All | +469.5% | +15.6% | +453.9% | +310.6% |
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