+74.6%
USB vs DBX
+15.6%
+59.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.6% | -3.3% | +5.9% | +3.2% |
| 30D | +8.4% | -5.9% | +14.3% | +9.7% |
| 3M | -5.5% | -6.7% | +1.1% | -4.5% |
| 6M | +17.7% | +28.0% | -10.3% | +10.5% |
| YTD | +17.6% | +20.6% | -3.1% | +11.1% |
| 1Y | +33.9% | +10.3% | +23.6% | +28.9% |
| 3Y | +103.8% | +24.0% | +79.8% | +86.6% |
| 5Y | +25.6% | +24.2% | +1.4% | +12.6% |
| All | +74.6% | +15.6% | +59.0% | +39.1% |
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