+18.5%
ADP vs DBX
+26.9%
-8.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | +2.8% | -0.5% | +3.3% | +2.8% |
| 3M | +20.9% | +28.1% | -7.1% | +14.1% |
| 6M | +29.9% | +33.1% | -3.2% | +21.0% |
| YTD | +9.6% | +25.3% | -15.6% | +3.2% |
| 1Y | -5.3% | +18.3% | -23.6% | -10.2% |
| All | +18.5% | +26.9% | -8.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling