+245.7%
AMZN vs DBX
+20.1%
+225.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.8% |
| 7D | -3.0% | -2.4% | -0.5% | -2.1% |
| 30D | -5.2% | -0.5% | -4.7% | -5.3% |
| 3M | +1.9% | +28.1% | -26.2% | -7.9% |
| 6M | +19.2% | +33.1% | -13.9% | +4.7% |
| YTD | +12.0% | +25.3% | -13.3% | +0.6% |
| 1Y | +9.7% | +18.3% | -8.7% | +0.2% |
| 3Y | +87.2% | +25.0% | +62.1% | +61.8% |
| 5Y | +48.7% | +7.5% | +41.1% | +31.9% |
| All | +245.7% | +20.1% | +225.6% | +160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling