+45.8%
ADP vs DBX
+7.2%
+38.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.7% |
| 7D | -5.5% | -1.3% | -4.2% | -5.1% |
| 30D | -1.2% | -2.9% | +1.6% | -0.5% |
| 3M | +17.9% | +23.8% | -6.0% | +11.2% |
| 6M | +20.3% | +26.2% | -5.9% | +12.4% |
| YTD | +5.8% | +21.6% | -15.8% | -0.3% |
| 1Y | -7.7% | +11.4% | -19.2% | -11.5% |
| 3Y | +14.7% | +21.3% | -6.5% | +3.8% |
| 5Y | +45.8% | +6.7% | +39.1% | +25.5% |
| All | +45.8% | +7.2% | +38.6% | +25.5% |
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