+23.5%
ALAB vs DBX
+12.7%
+10.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.0% |
| 7D | +0.6% | -1.8% | +2.4% | +0.1% |
| 30D | -8.8% | +2.8% | -11.6% | -8.1% |
| 3M | -14.0% | +26.8% | -40.8% | -7.9% |
| 6M | +144.3% | +32.8% | +111.5% | +157.9% |
| YTD | +71.0% | +26.1% | +45.0% | +79.2% |
| 1Y | +23.5% | +14.1% | +9.4% | +30.7% |
| All | +23.5% | +12.7% | +10.8% | +30.7% |
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