+51.5%
ALB vs DBX
+20.1%
+31.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.7% |
| 7D | -8.1% | -2.4% | -5.6% | -7.4% |
| 30D | +6.3% | -0.5% | +6.7% | +6.2% |
| 3M | -23.6% | +28.1% | -51.6% | -30.1% |
| 6M | -24.6% | +33.1% | -57.7% | -33.0% |
| YTD | -10.3% | +25.3% | -35.6% | -18.8% |
| 1Y | +61.5% | +18.3% | +43.1% | +48.4% |
| 3Y | -34.0% | +25.0% | -59.0% | -42.2% |
| 5Y | -44.6% | +7.5% | -52.1% | -50.6% |
| All | +51.5% | +20.1% | +31.4% | +17.3% |
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