+224.3%
TRV vs DBX
+19.3%
+205.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | 0.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +22.7% | +26.1% | -3.4% | +18.9% |
| 6M | +21.9% | +29.4% | -7.4% | +17.4% |
| YTD | +27.5% | +24.4% | +3.0% | +23.2% |
| 1Y | +36.2% | +10.9% | +25.4% | +33.5% |
| 3Y | +140.6% | +24.1% | +116.5% | +129.1% |
| 5Y | +154.5% | +7.8% | +146.8% | +143.7% |
| All | +224.3% | +19.3% | +205.0% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling