+68.0%
ACWI vs DBX
+7.0%
+61.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +0.5% | -2.4% | +2.9% | +1.0% |
| 30D | +0.9% | -0.5% | +1.4% | +0.8% |
| 3M | +2.4% | +28.1% | -25.7% | -3.8% |
| 6M | +12.4% | +33.1% | -20.7% | +3.7% |
| YTD | +15.2% | +25.3% | -10.1% | +7.9% |
| 1Y | +22.7% | +18.3% | +4.4% | +16.2% |
| 3Y | +75.8% | +25.0% | +50.8% | +57.8% |
| All | +68.0% | +7.0% | +61.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling