+400.4%
ALAB vs DBX
+42.0%
+358.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.2% | +10.2% |
| 7D | +7.2% | -2.4% | +9.7% | +7.7% |
| 30D | -2.5% | -0.5% | -2.0% | -2.5% |
| 3M | -13.3% | +28.1% | -41.4% | -19.4% |
| 6M | +172.8% | +33.1% | +139.7% | +143.7% |
| YTD | +86.6% | +25.3% | +61.3% | +71.5% |
| 1Y | +65.2% | +18.3% | +46.8% | +54.9% |
| All | +400.4% | +42.0% | +358.4% | +381.3% |
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