+13.4%
AUR vs DBX
+20.4%
-7.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.0% |
| 7D | +8.7% | -2.4% | +11.2% | +9.4% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | -7.3% | +28.1% | -35.4% | -14.6% |
| 6M | +41.2% | +33.1% | +8.1% | +26.2% |
| YTD | +65.1% | +25.3% | +39.8% | +52.0% |
| 1Y | +13.4% | +18.3% | -4.9% | +8.7% |
| All | +13.4% | +20.4% | -7.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling