+41.5%
ALB vs DBX
+22.6%
+18.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.9% |
| 7D | -6.6% | +2.1% | -8.7% | -7.3% |
| 30D | -8.1% | +5.7% | -13.9% | -10.0% |
| 3M | -25.7% | +31.8% | -57.5% | -32.7% |
| 6M | -29.5% | +37.5% | -66.9% | -38.0% |
| YTD | -16.2% | +27.9% | -44.1% | -24.7% |
| 1Y | +59.2% | +15.0% | +44.2% | +48.1% |
| 3Y | -33.7% | +27.2% | -60.9% | -42.4% |
| 5Y | -48.1% | +12.8% | -60.9% | -54.4% |
| All | +41.5% | +22.6% | +18.8% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling