+204.2%
ADP vs DBX
+20.1%
+184.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.5% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | +2.8% | -0.5% | +3.3% | +2.8% |
| 3M | +20.9% | +28.1% | -7.1% | +13.7% |
| 6M | +29.9% | +33.1% | -3.2% | +20.4% |
| YTD | +9.6% | +25.3% | -15.6% | +3.1% |
| 1Y | -5.3% | +18.3% | -23.6% | -10.1% |
| 3Y | +16.5% | +25.0% | -8.5% | +6.3% |
| 5Y | +49.4% | +7.5% | +41.9% | +37.7% |
| All | +204.2% | +20.1% | +184.1% | +142.4% |
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