+186.0%
A vs DBX
+14.3%
+171.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -1.1% |
| 7D | -0.1% | -8.1% | +8.0% | +1.7% |
| 30D | +3.3% | -4.9% | +8.2% | +4.3% |
| 3M | +18.5% | -2.7% | +21.2% | +18.5% |
| 6M | +59.3% | +25.2% | +34.1% | +48.9% |
| YTD | +31.0% | +19.3% | +11.7% | +23.1% |
| 1Y | +19.3% | +6.6% | +12.7% | +15.2% |
| 3Y | +66.8% | +24.6% | +42.2% | +50.2% |
| 5Y | +15.5% | +23.5% | -8.0% | +2.0% |
| All | +186.0% | +14.3% | +171.7% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling