+153.7%
ALL vs DBX
+21.2%
+132.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -2.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -4.7% | -2.9% | -1.8% | -4.4% |
| 3M | +18.4% | +23.8% | -5.5% | +15.8% |
| 6M | +20.5% | +26.2% | -5.7% | +17.4% |
| YTD | +23.5% | +21.6% | +1.9% | +20.8% |
| 1Y | +29.0% | +11.4% | +17.5% | +26.9% |
| 3Y | +153.7% | +21.3% | +132.4% | +146.2% |
| All | +153.7% | +21.2% | +132.5% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling