+101.6%
YUM vs DBX
+22.6%
+79.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.3% |
| 7D | -6.1% | +2.1% | -8.2% | -6.4% |
| 30D | -5.8% | +5.7% | -11.6% | -6.7% |
| 3M | -7.6% | +31.8% | -39.4% | -11.6% |
| 6M | -9.1% | +37.5% | -46.6% | -14.1% |
| YTD | -5.5% | +27.9% | -33.4% | -9.7% |
| 1Y | -3.7% | +15.0% | -18.8% | -6.6% |
| 3Y | +17.8% | +27.2% | -9.4% | +10.3% |
| 5Y | +19.3% | +12.8% | +6.5% | +11.5% |
| All | +101.6% | +22.6% | +79.0% | +70.6% |
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