-62.0%
ALNY vs DBX
+22.5%
-84.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.4% |
| 7D | -30.7% | -1.1% | -29.6% | -30.6% |
| 30D | -26.7% | +5.0% | -31.8% | -27.1% |
| 3M | -26.4% | +4.6% | -31.1% | -27.0% |
| 6M | -45.9% | +43.9% | -89.9% | -46.8% |
| YTD | -59.5% | +29.9% | -89.3% | -59.5% |
| 1Y | -62.0% | +24.6% | -86.6% | -61.6% |
| All | -62.0% | +22.5% | -84.5% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling