-63.5%
ALB vs DBX
+24.0%
-87.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.6% |
| 7D | -3.6% | -6.3% | +2.7% | -1.4% |
| 30D | -2.9% | -5.9% | +3.0% | -0.9% |
| 3M | -25.8% | -0.4% | -25.5% | -26.6% |
| 6M | -53.6% | +29.8% | -83.4% | -59.5% |
| YTD | -32.4% | +20.5% | -52.9% | -40.0% |
| 1Y | -13.0% | +8.7% | -21.7% | -18.9% |
| 3Y | -15.0% | +25.9% | -40.9% | -33.0% |
| 5Y | -63.5% | +24.2% | -87.7% | -71.1% |
| All | -63.5% | +24.0% | -87.5% | -71.1% |
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