-9.0%
AUR vs DBX
+22.5%
-31.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -5.2% |
| 7D | -19.8% | -1.1% | -18.7% | -19.6% |
| 30D | -29.0% | +5.0% | -34.1% | -29.8% |
| 3M | -43.6% | +4.6% | -48.2% | -44.3% |
| 6M | -36.6% | +43.9% | -80.6% | -43.5% |
| YTD | +6.3% | +29.9% | -23.6% | -2.4% |
| 1Y | -9.0% | +24.6% | -33.6% | -15.1% |
| All | -9.0% | +22.5% | -31.6% | -15.1% |
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 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