+144.3%
AR vs DBX
+7.2%
+137.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | 0.0% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | +12.6% | -2.9% | +15.5% | +13.2% |
| 3M | +10.0% | +23.8% | -13.8% | +2.3% |
| 6M | +0.6% | +26.2% | -25.6% | -7.9% |
| YTD | +13.4% | +21.6% | -8.2% | +5.0% |
| 1Y | +21.7% | +11.4% | +10.3% | +15.7% |
| 3Y | +45.8% | +21.3% | +24.6% | +29.2% |
| 5Y | +144.3% | +6.7% | +137.6% | +104.1% |
| All | +144.3% | +7.2% | +137.1% | +104.1% |
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