+219.8%
C vs DBX
+24.2%
+195.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +3.2% |
| 7D | -0.9% | -8.6% | +7.7% | +0.2% |
| 30D | -5.4% | -5.2% | -0.2% | -4.9% |
| 3M | -9.2% | -6.4% | -2.7% | -8.7% |
| 6M | -1.8% | +12.7% | -14.6% | -4.3% |
| YTD | +6.7% | +17.2% | -10.5% | +3.1% |
| 1Y | +23.5% | +5.5% | +18.0% | +22.1% |
| 3Y | +219.8% | +24.1% | +195.7% | +201.6% |
| All | +219.8% | +24.2% | +195.6% | +201.6% |
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 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