+298.6%
AXP vs DBX
+19.5%
+279.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | +0.6% | -4.4% | +5.0% | +1.8% |
| 30D | +5.8% | +4.8% | +1.1% | +4.4% |
| 3M | -6.0% | +0.3% | -6.4% | -6.5% |
| 6M | +0.3% | +40.4% | -40.1% | -10.3% |
| YTD | -12.3% | +24.7% | -36.9% | -19.0% |
| 1Y | -11.2% | +20.9% | -32.1% | -17.6% |
| 3Y | +117.0% | +34.5% | +82.5% | +90.3% |
| 5Y | +93.2% | +24.6% | +68.5% | +69.1% |
| All | +298.6% | +19.5% | +279.1% | +203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling