+97.4%
AR vs DBX
+24.0%
+73.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +7.4% | -3.3% | +10.6% | +8.3% |
| 30D | +5.8% | -5.9% | +11.6% | +7.3% |
| 3M | +5.2% | -6.7% | +11.9% | +6.6% |
| 6M | +5.4% | +28.0% | -22.5% | -4.1% |
| YTD | +12.4% | +20.6% | -8.2% | +3.3% |
| 1Y | +12.8% | +10.3% | +2.5% | +6.9% |
| 3Y | +47.2% | +24.0% | +23.1% | +27.2% |
| All | +97.4% | +24.0% | +73.3% | +76.4% |
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