-41.3%
ALNY vs DBX
+20.4%
-61.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | +12.2% | -2.4% | +14.7% | +12.5% |
| 30D | +16.3% | -0.5% | +16.8% | +16.3% |
| 3M | -12.4% | +28.1% | -40.4% | -13.1% |
| 6M | -18.7% | +33.1% | -51.8% | -18.8% |
| YTD | -33.1% | +25.3% | -58.4% | -33.1% |
| 1Y | -41.3% | +18.3% | -59.7% | -40.8% |
| All | -41.3% | +20.4% | -61.8% | -40.8% |
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