+1,108.7%
ANET vs DBX
+22.6%
+1,086.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.1% |
| 7D | +3.0% | +2.1% | +0.9% | +2.2% |
| 30D | -5.2% | +5.7% | -10.9% | -7.5% |
| 3M | +27.6% | +31.8% | -4.2% | +13.1% |
| 6M | +44.4% | +37.5% | +6.9% | +24.3% |
| YTD | +52.3% | +27.9% | +24.4% | +34.6% |
| 1Y | +30.4% | +15.0% | +15.4% | +19.3% |
| 3Y | +313.3% | +27.2% | +286.1% | +251.5% |
| 5Y | +810.0% | +12.8% | +797.2% | +688.3% |
| All | +1,108.7% | +22.6% | +1,086.1% | +760.9% |
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