+569.5%
ASX vs DBX
+19.5%
+550.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.1% | +9.5% | +7.1% |
| 7D | -19.9% | -4.4% | -15.5% | -19.2% |
| 30D | -30.9% | +4.8% | -35.7% | -31.8% |
| 3M | -15.1% | +0.3% | -15.4% | -15.8% |
| 6M | -6.5% | +40.4% | -46.9% | -16.6% |
| YTD | +98.4% | +24.7% | +73.8% | +82.0% |
| 1Y | +107.9% | +20.9% | +87.0% | +91.5% |
| 3Y | +325.3% | +34.5% | +290.8% | +269.4% |
| 5Y | +447.3% | +24.6% | +422.7% | +375.6% |
| All | +569.5% | +19.5% | +550.0% | +439.8% |
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