+219.6%
TPR vs DBX
+15.6%
+204.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -1.1% | -6.3% | +5.1% | +0.7% |
| 30D | +15.1% | -5.9% | +21.0% | +17.0% |
| 3M | -13.4% | -0.4% | -13.0% | -14.4% |
| 6M | +1.4% | +29.8% | -28.5% | -9.0% |
| YTD | +4.8% | +20.5% | -15.8% | -4.7% |
| 1Y | +29.2% | +8.7% | +20.5% | +21.7% |
| 3Y | +403.7% | +25.9% | +377.8% | +332.9% |
| 5Y | +230.8% | +24.2% | +206.7% | +179.9% |
| All | +219.6% | +15.6% | +204.1% | +137.3% |
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