+29.1%
ABNB vs DBX
+61.1%
-32.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | -1.7% | -3.3% | +1.6% | -0.2% |
| 30D | +11.8% | -5.9% | +17.7% | +14.9% |
| 3M | +0.9% | -6.7% | +7.6% | +3.5% |
| 6M | +40.5% | +28.0% | +12.5% | +20.9% |
| YTD | +37.6% | +20.6% | +17.0% | +20.7% |
| 1Y | +54.1% | +10.3% | +43.8% | +41.6% |
| 3Y | +56.8% | +24.0% | +32.7% | +25.8% |
| 5Y | -9.6% | +24.2% | -33.8% | -32.9% |
| All | +29.1% | +61.1% | -32.1% | -11.3% |
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