+249.6%
ALAB vs DBX
+32.8%
+216.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -6.0% | +19.7% | +14.3% |
| 7D | -5.6% | -8.6% | +3.0% | -4.8% |
| 30D | -36.6% | -5.2% | -31.4% | -36.5% |
| 3M | -35.1% | -6.4% | -28.7% | -35.2% |
| 6M | +8.5% | +12.7% | -4.2% | +2.2% |
| YTD | +30.4% | +17.2% | +13.2% | +19.7% |
| 1Y | +31.0% | +5.5% | +25.5% | +27.6% |
| All | +249.6% | +32.8% | +216.8% | +236.0% |
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 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