+166.1%
B vs DBX
+33.4%
+132.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +9.6% | -4.4% | +14.0% | +9.7% |
| 30D | +3.5% | +4.8% | -1.3% | +3.4% |
| 3M | -1.6% | +0.3% | -1.9% | -1.7% |
| 6M | -1.7% | +40.4% | -42.0% | -3.5% |
| YTD | -5.3% | +24.7% | -30.0% | -6.0% |
| 1Y | +27.2% | +20.9% | +6.3% | +26.5% |
| 3Y | +166.1% | +34.5% | +131.6% | +171.9% |
| All | +166.1% | +33.4% | +132.7% | +171.9% |
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