+103.7%
AR vs DBX
+20.1%
+83.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.1% |
| 7D | +2.5% | -2.4% | +4.9% | +3.2% |
| 30D | +14.8% | -0.5% | +15.3% | +14.6% |
| 3M | +6.2% | +28.1% | -21.8% | -3.1% |
| 6M | +4.3% | +33.1% | -28.8% | -7.2% |
| YTD | +14.4% | +25.3% | -10.9% | +3.8% |
| 1Y | +21.3% | +18.3% | +3.0% | +11.9% |
| 3Y | +39.8% | +25.0% | +14.8% | +22.4% |
| 5Y | +142.1% | +7.5% | +134.5% | +117.3% |
| All | +103.7% | +20.1% | +83.6% | +46.2% |
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