+22.7%
USB vs DBX
+13.6%
+9.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.1% |
| 30D | +4.3% | +6.0% | -1.7% | +2.8% |
| 3M | -6.1% | +2.2% | -8.2% | -6.9% |
| 6M | +9.4% | +40.7% | -31.3% | -0.9% |
| YTD | +15.2% | +28.6% | -13.5% | +6.6% |
| 1Y | +32.8% | +22.8% | +10.0% | +24.1% |
| 3Y | +91.3% | +37.5% | +53.8% | +65.4% |
| 5Y | +22.7% | +28.6% | -5.9% | +1.9% |
| All | +22.7% | +13.6% | +9.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling