+759.0%
AAPL vs DBX
+22.6%
+736.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.3% |
| 7D | +3.8% | +2.1% | +1.7% | +3.2% |
| 30D | +9.9% | +5.7% | +4.2% | +7.9% |
| 3M | +12.5% | +31.8% | -19.3% | +3.0% |
| 6M | +27.6% | +37.5% | -9.8% | +14.1% |
| YTD | +22.6% | +27.9% | -5.4% | +11.8% |
| 1Y | +45.0% | +15.0% | +29.9% | +36.2% |
| 3Y | +87.8% | +27.2% | +60.6% | +65.5% |
| 5Y | +128.7% | +12.8% | +115.9% | +103.1% |
| All | +759.0% | +22.6% | +736.4% | +549.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling