+157.6%
B vs DBX
+7.0%
+150.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | +9.4% | -0.5% | +9.9% | +9.5% |
| 3M | +5.0% | +28.1% | -23.1% | +2.7% |
| 6M | -3.5% | +33.1% | -36.6% | -6.4% |
| YTD | +4.5% | +25.3% | -20.8% | +2.1% |
| 1Y | +67.8% | +18.3% | +49.4% | +64.8% |
| 3Y | +196.7% | +25.0% | +171.7% | +184.6% |
| All | +157.6% | +7.0% | +150.7% | +117.9% |
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 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