-22.7%
U vs DBX
+71.2%
-94.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.2% | +5.2% |
| 7D | +2.6% | -3.3% | +5.8% | +5.2% |
| 30D | +27.6% | -5.9% | +33.4% | +33.4% |
| 3M | +15.3% | -6.7% | +22.0% | +20.0% |
| 6M | +96.4% | +28.0% | +68.4% | +50.6% |
| YTD | +19.6% | +20.6% | -1.1% | -3.9% |
| 1Y | +42.1% | +10.3% | +31.8% | +23.1% |
| 3Y | +87.5% | +24.0% | +63.5% | +27.2% |
| 5Y | -73.1% | +24.2% | -97.4% | -81.7% |
| All | -22.7% | +71.2% | -94.0% | -61.7% |
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