+45.8%
AR vs DBX
+21.2%
+24.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | +12.6% | -2.9% | +15.5% | +13.1% |
| 3M | +10.0% | +23.8% | -13.8% | +4.0% |
| 6M | +0.6% | +26.2% | -25.6% | -5.8% |
| YTD | +13.4% | +21.6% | -8.2% | +7.2% |
| 1Y | +21.7% | +11.4% | +10.3% | +17.7% |
| 3Y | +45.8% | +21.3% | +24.6% | +26.7% |
| All | +45.8% | +21.2% | +24.6% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling