+71.4%
XYZ vs DBX
+12.3%
+59.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.6% | +7.7% |
| 7D | +14.9% | -8.6% | +23.5% | +22.0% |
| 30D | +14.7% | -5.2% | +19.8% | +18.6% |
| 3M | +12.1% | -6.4% | +18.5% | +15.8% |
| 6M | +18.3% | +12.7% | +5.6% | +5.5% |
| YTD | +36.1% | +17.2% | +18.9% | +17.1% |
| 1Y | +35.3% | +5.5% | +29.8% | +24.6% |
| 3Y | +73.5% | +24.1% | +49.4% | +36.2% |
| 5Y | -61.6% | +14.2% | -75.8% | -67.3% |
| All | +71.4% | +12.3% | +59.1% | +24.6% |
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