+154.0%
ACWI vs DBX
+19.5%
+134.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.6% |
| 7D | -2.4% | -4.4% | +2.0% | -1.5% |
| 30D | -5.2% | +4.8% | -10.0% | -6.2% |
| 3M | -4.8% | +0.3% | -5.2% | -5.3% |
| 6M | -1.3% | +40.4% | -41.7% | -9.5% |
| YTD | +8.4% | +24.7% | -16.3% | +1.8% |
| 1Y | +11.0% | +20.9% | -9.9% | +4.7% |
| 3Y | +70.6% | +34.5% | +36.1% | +53.0% |
| 5Y | +55.3% | +24.6% | +30.7% | +38.9% |
| All | +154.0% | +19.5% | +134.5% | +104.9% |
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