-15.4%
A vs DBX
+8.9%
-24.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.0% |
| 7D | -4.4% | +0.3% | -4.6% | -4.5% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +7.0% | +26.1% | -19.1% | +0.1% |
| 6M | +24.6% | +29.4% | -4.7% | +14.8% |
| YTD | +7.0% | +24.4% | -17.4% | -0.4% |
| 1Y | +15.6% | +10.9% | +4.7% | +11.0% |
| 3Y | +29.9% | +24.1% | +5.9% | +14.9% |
| 5Y | -15.4% | +7.8% | -23.1% | -26.8% |
| All | -15.4% | +8.9% | -24.3% | -26.8% |
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