+55.0%
XYZ vs DBX
+16.6%
+38.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -1.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.8% |
| 30D | +1.4% | -2.9% | +4.3% | +3.4% |
| 3M | +14.6% | +23.8% | -9.3% | -2.2% |
| 6M | +20.8% | +26.2% | -5.4% | -0.3% |
| YTD | +23.1% | +21.6% | +1.4% | +4.5% |
| 1Y | +5.6% | +11.4% | -5.8% | -6.2% |
| 3Y | +50.9% | +21.3% | +29.6% | +22.4% |
| 5Y | -68.6% | +6.7% | -75.2% | -71.9% |
| All | +55.0% | +16.6% | +38.4% | +11.2% |
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