+1,692.0%
AVGO vs DBX
+15.6%
+1,676.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +18.2% | -3.3% | +21.4% | +19.1% |
| 30D | +0.2% | -5.9% | +6.1% | +1.8% |
| 3M | -16.8% | -6.7% | -10.1% | -15.8% |
| 6M | -16.5% | +28.0% | -44.4% | -24.8% |
| YTD | +0.8% | +20.6% | -19.8% | -8.2% |
| 1Y | +2.8% | +10.3% | -7.5% | -3.7% |
| 3Y | +278.5% | +24.0% | +254.5% | +231.0% |
| 5Y | +573.1% | +24.2% | +548.8% | +477.6% |
| All | +1,692.0% | +15.6% | +1,676.4% | +1,251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling