+65.4%
XYZ vs DBX
+19.5%
+45.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.8% |
| 7D | +12.1% | -4.4% | +16.5% | +15.8% |
| 30D | +12.4% | +4.8% | +7.6% | +8.8% |
| 3M | +8.2% | +0.3% | +7.8% | +6.9% |
| 6M | +20.7% | +40.4% | -19.7% | -8.1% |
| YTD | +31.3% | +24.7% | +6.6% | +8.7% |
| 1Y | +20.5% | +20.9% | -0.4% | +0.3% |
| 3Y | +72.6% | +34.5% | +38.1% | +28.5% |
| 5Y | -64.0% | +24.6% | -88.6% | -70.9% |
| All | +65.4% | +19.5% | +45.9% | +15.7% |
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