+93.0%
ASML vs DBX
+14.3%
+78.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.9% | -7.3% | +4.5% | -0.8% |
| 30D | -15.2% | -5.7% | -9.5% | -14.1% |
| 3M | -12.9% | -6.3% | -6.6% | -12.4% |
| 6M | -5.0% | +12.1% | -17.2% | -12.4% |
| YTD | +41.8% | +16.5% | +25.3% | +27.1% |
| 1Y | +46.0% | +6.1% | +40.0% | +36.6% |
| 3Y | +133.5% | +21.8% | +111.7% | +83.8% |
| 5Y | +93.0% | +19.1% | +73.9% | +48.5% |
| All | +93.0% | +14.3% | +78.7% | +48.5% |
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