+24.5%
ALAB vs DBX
+22.5%
+2.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -3.1% |
| 7D | -24.9% | -1.1% | -23.8% | -25.2% |
| 30D | -38.4% | +5.0% | -43.4% | -36.9% |
| 3M | -38.3% | +4.6% | -42.9% | -36.7% |
| 6M | +10.9% | +43.9% | -33.0% | +23.0% |
| YTD | +34.2% | +29.9% | +4.4% | +43.5% |
| 1Y | +24.5% | +24.6% | -0.1% | +33.0% |
| All | +24.5% | +22.5% | +2.0% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling