+243.4%
AMZN vs DBX
+22.6%
+220.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.5% |
| 30D | -3.9% | +5.7% | -9.7% | -6.2% |
| 3M | +6.3% | +31.8% | -25.5% | -4.9% |
| 6M | +20.8% | +37.5% | -16.7% | +4.7% |
| YTD | +11.2% | +27.9% | -16.7% | -0.9% |
| 1Y | +11.7% | +15.0% | -3.4% | +3.2% |
| 3Y | +79.4% | +27.2% | +52.3% | +54.1% |
| 5Y | +48.0% | +12.8% | +35.3% | +29.3% |
| All | +243.4% | +22.6% | +220.8% | +156.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling