+44.9%
AMZN vs DBX
+8.9%
+36.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -9.2% | 0.0% | -9.2% | -9.6% |
| 3M | +3.4% | +26.1% | -22.7% | -8.2% |
| 6M | +18.2% | +29.4% | -11.1% | +1.8% |
| YTD | +9.3% | +24.4% | -15.1% | -4.0% |
| 1Y | +5.9% | +10.9% | -4.9% | -1.8% |
| 3Y | +82.6% | +24.1% | +58.5% | +48.0% |
| 5Y | +44.9% | +7.8% | +37.1% | +11.7% |
| All | +44.9% | +8.9% | +36.0% | +11.7% |
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