+5.7%
AS vs DBX
+3.8%
+1.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | +4.5% | -7.3% | +11.8% | +4.5% |
| 30D | +13.2% | -5.7% | +18.9% | +13.2% |
| 3M | -11.9% | -6.3% | -5.6% | -12.0% |
| 6M | -11.6% | +12.1% | -23.7% | -11.2% |
| YTD | -14.7% | +16.5% | -31.2% | -14.3% |
| 1Y | +5.7% | +6.1% | -0.3% | +6.1% |
| All | +5.7% | +3.8% | +1.9% | +6.1% |
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 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