-26.6%
U vs DBX
+71.1%
-97.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | +2.8% | -6.3% | +9.1% | +8.2% |
| 30D | +7.6% | -5.9% | +13.5% | +12.5% |
| 3M | +12.7% | -0.4% | +13.0% | +10.4% |
| 6M | +87.0% | +29.8% | +57.1% | +41.4% |
| YTD | +13.6% | +20.5% | -6.9% | -8.6% |
| 1Y | +25.3% | +8.7% | +16.6% | +10.2% |
| 3Y | +85.8% | +25.9% | +59.9% | +23.8% |
| 5Y | -74.5% | +24.2% | -98.6% | -82.6% |
| All | -26.6% | +71.1% | -97.7% | -63.6% |
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