+21.2%
ARM vs DBX
+6.0%
+15.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.7% |
| 7D | -10.4% | -7.3% | -3.0% | -11.3% |
| 30D | -31.8% | -5.7% | -26.1% | -32.4% |
| 3M | -32.2% | -6.3% | -25.9% | -33.0% |
| 6M | -14.9% | +12.1% | -27.0% | -14.3% |
| YTD | +66.0% | +16.5% | +49.5% | +66.1% |
| All | +21.2% | +6.0% | +15.3% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling