+351.6%
AZO vs DBX
+22.6%
+329.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -3.6% | +2.1% | -5.7% | -3.8% |
| 30D | -5.6% | +5.7% | -11.3% | -6.3% |
| 3M | -6.6% | +31.8% | -38.4% | -10.0% |
| 6M | -22.5% | +37.5% | -60.0% | -25.9% |
| YTD | -15.2% | +27.9% | -43.1% | -18.2% |
| 1Y | -33.9% | +15.0% | -49.0% | -35.5% |
| 3Y | +11.8% | +27.2% | -15.4% | +6.2% |
| 5Y | +85.5% | +12.8% | +72.7% | +75.6% |
| All | +351.6% | +22.6% | +329.0% | +289.1% |
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