+575.6%
AU vs DBX
+25.2%
+550.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.3% |
| 7D | -7.0% | -1.8% | -5.2% | -7.0% |
| 30D | +7.3% | +2.8% | +4.4% | +7.3% |
| 3M | +33.2% | +26.8% | +6.5% | +32.7% |
| 6M | -0.6% | +32.8% | -33.4% | -1.1% |
| YTD | +26.2% | +26.1% | +0.1% | +26.1% |
| 1Y | +68.3% | +14.1% | +54.1% | +69.3% |
| All | +575.6% | +25.2% | +550.4% | +586.8% |
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 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