+365.7%
ALAB vs DBX
+37.8%
+327.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -4.0% | -6.3% |
| 7D | +3.2% | -1.3% | +4.5% | +3.4% |
| 30D | -13.6% | -2.9% | -10.7% | -13.1% |
| 3M | -16.6% | +23.8% | -40.4% | -21.8% |
| 6M | +142.3% | +26.2% | +116.1% | +120.7% |
| YTD | +73.6% | +21.6% | +52.0% | +60.6% |
| 1Y | +33.7% | +11.4% | +22.2% | +28.8% |
| All | +365.7% | +37.8% | +327.8% | +350.8% |
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