-65.3%
AAOX vs DBX
+39.0%
-104.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.9% | +14.1% | +7.4% |
| 7D | +15.2% | -1.3% | +16.5% | +14.2% |
| 30D | -40.3% | -2.9% | -37.5% | -39.9% |
| 3M | -81.2% | +23.8% | -105.0% | -74.7% |
| All | -65.3% | +39.0% | -104.3% | -44.7% |
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 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 · Available span rolling