+65.3%
ADSK vs DBX
+20.9%
+44.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.8% |
| 7D | -10.9% | -1.8% | -9.1% | -10.1% |
| 30D | -15.9% | +2.8% | -18.7% | -16.9% |
| 3M | -4.4% | +26.8% | -31.1% | -14.1% |
| 6M | -16.6% | +32.8% | -49.4% | -27.4% |
| YTD | -28.5% | +26.1% | -54.6% | -36.2% |
| 1Y | -34.6% | +14.1% | -48.8% | -39.3% |
| 3Y | -3.5% | +25.7% | -29.2% | -17.8% |
| 5Y | -25.6% | +11.2% | -36.8% | -34.8% |
| All | +65.3% | +20.9% | +44.4% | +19.5% |
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 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