+94.8%
AUR vs DBX
+27.0%
+67.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +1.4% | +2.1% | -0.7% | +0.1% |
| 30D | -6.4% | +5.7% | -12.1% | -10.0% |
| 3M | +7.7% | +31.8% | -24.1% | -10.4% |
| 6M | +44.5% | +37.5% | +7.0% | +13.7% |
| YTD | +67.4% | +27.9% | +39.5% | +38.8% |
| 1Y | +15.4% | +15.0% | +0.4% | +3.2% |
| 3Y | +94.8% | +27.2% | +67.7% | +41.5% |
| All | +94.8% | +27.0% | +67.8% | +41.5% |
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