+117.0%
AXP vs DBX
+7.0%
+110.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -6.5% | -0.5% | -6.1% | -6.6% |
| 3M | +4.6% | +28.1% | -23.4% | -4.2% |
| 6M | +5.4% | +33.1% | -27.7% | -5.9% |
| YTD | -11.1% | +25.3% | -36.4% | -18.9% |
| 1Y | -0.3% | +18.3% | -18.7% | -7.7% |
| 3Y | +111.6% | +25.0% | +86.6% | +83.3% |
| All | +117.0% | +7.0% | +110.0% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling