+334.2%
B vs DBX
+20.1%
+314.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| 3M | +5.0% | +28.1% | -23.1% | +3.0% |
| 6M | -3.5% | +33.1% | -36.6% | -5.9% |
| YTD | +4.5% | +25.3% | -20.8% | +2.4% |
| 1Y | +67.8% | +18.3% | +49.4% | +65.0% |
| 3Y | +196.7% | +25.0% | +171.7% | +187.8% |
| 5Y | +151.9% | +7.5% | +144.4% | +143.3% |
| All | +334.2% | +20.1% | +314.1% | +305.0% |
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