+183.4%
TPR vs DBX
+16.6%
+166.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.0% |
| 30D | -27.3% | -2.9% | -24.4% | -27.1% |
| 3M | -16.2% | +23.8% | -40.1% | -22.8% |
| 6M | -17.9% | +26.2% | -44.1% | -25.8% |
| YTD | -7.1% | +21.6% | -28.7% | -15.2% |
| 1Y | +13.6% | +11.4% | +2.2% | +6.4% |
| 3Y | +293.7% | +21.3% | +272.5% | +245.2% |
| 5Y | +239.1% | +6.7% | +232.4% | +200.7% |
| All | +183.4% | +16.6% | +166.8% | +111.0% |
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