+39.5%
ACN vs DBX
+16.6%
+23.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | +1.9% | -2.9% | +4.8% | +2.8% |
| 3M | +3.9% | +23.8% | -20.0% | -2.8% |
| 6M | -15.0% | +26.2% | -41.2% | -21.2% |
| YTD | -31.9% | +21.6% | -53.5% | -36.0% |
| 1Y | -28.5% | +11.4% | -39.9% | -31.4% |
| 3Y | -41.9% | +21.3% | -63.2% | -46.9% |
| 5Y | -42.9% | +6.7% | -49.5% | -47.5% |
| All | +39.5% | +16.6% | +23.0% | +11.2% |
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