+17.8%
AVGO vs DBX
+20.4%
-2.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -3.0% | -2.4% | -0.5% | -2.9% |
| 30D | -14.4% | -0.5% | -14.0% | -14.4% |
| 3M | -14.4% | +28.1% | -42.5% | -14.7% |
| 6M | +13.1% | +33.1% | -20.0% | +11.3% |
| YTD | +3.8% | +25.3% | -21.5% | +1.7% |
| 1Y | +17.8% | +18.3% | -0.6% | +15.9% |
| All | +17.8% | +20.4% | -2.7% | +15.9% |
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