+368.6%
ASX vs DBX
+26.6%
+342.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +12.4% | -3.3% | +15.7% | +12.4% |
| 30D | -19.8% | -5.9% | -13.9% | -19.8% |
| 3M | -10.3% | -6.7% | -3.6% | -10.3% |
| 6M | +1.2% | +28.0% | -26.7% | -2.1% |
| YTD | +123.0% | +20.6% | +102.4% | +117.3% |
| 1Y | +145.4% | +10.3% | +135.1% | +144.4% |
| 3Y | +368.6% | +24.0% | +344.6% | +324.6% |
| All | +368.6% | +26.6% | +342.0% | +324.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling