+278.5%
AVGO vs DBX
+26.6%
+252.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | +18.2% | -3.3% | +21.4% | +18.8% |
| 30D | +0.2% | -5.9% | +6.1% | +1.3% |
| 3M | -16.8% | -6.7% | -10.1% | -16.1% |
| 6M | -16.5% | +28.0% | -44.4% | -23.3% |
| YTD | +0.8% | +20.6% | -19.8% | -6.2% |
| 1Y | +2.8% | +10.3% | -7.5% | -1.5% |
| 3Y | +278.5% | +24.0% | +254.5% | +208.7% |
| All | +278.5% | +26.6% | +252.0% | +208.7% |
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 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