+114.8%
ALL vs DBX
+7.2%
+107.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.6% | -2.0% |
| 7D | -1.7% | -1.3% | -0.4% | -1.5% |
| 30D | -4.7% | -2.9% | -1.8% | -4.4% |
| 3M | +18.4% | +23.8% | -5.5% | +15.0% |
| 6M | +20.5% | +26.2% | -5.7% | +16.5% |
| YTD | +23.5% | +21.6% | +1.9% | +19.9% |
| 1Y | +29.0% | +11.4% | +17.5% | +26.4% |
| 3Y | +153.7% | +21.3% | +132.4% | +142.2% |
| 5Y | +114.8% | +6.7% | +108.1% | +97.4% |
| All | +114.8% | +7.2% | +107.6% | +97.4% |
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