+1,248.3%
AU vs DBX
+19.3%
+1,229.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.5% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | +12.3% | 0.0% | +12.3% | +12.3% |
| 3M | +29.4% | +26.1% | +3.3% | +27.2% |
| 6M | +3.2% | +29.4% | -26.1% | +1.1% |
| YTD | +31.8% | +24.4% | +7.4% | +29.4% |
| 1Y | +83.4% | +10.9% | +72.5% | +81.5% |
| 3Y | +623.1% | +24.1% | +599.0% | +601.6% |
| 5Y | +700.5% | +7.8% | +692.8% | +670.0% |
| All | +1,248.3% | +19.3% | +1,229.0% | +1,152.1% |
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 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