+1,760.0%
AVGO vs DBX
+20.9%
+1,739.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | -13.3% | +2.8% | -16.1% | -14.3% |
| 3M | -2.9% | +26.8% | -29.6% | -11.2% |
| 6M | +5.7% | +32.8% | -27.0% | -5.7% |
| YTD | +4.6% | +26.1% | -21.4% | -5.2% |
| 1Y | -1.6% | +14.1% | -15.8% | -8.3% |
| 3Y | +336.2% | +25.7% | +310.5% | +283.7% |
| 5Y | +695.6% | +11.2% | +684.5% | +607.5% |
| All | +1,760.0% | +20.9% | +1,739.1% | +1,295.7% |
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 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