+216.0%
C vs DBX
+26.6%
+189.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.2% | -3.3% | +7.4% | +4.5% |
| 30D | +2.0% | -5.9% | +7.8% | +2.6% |
| 3M | -10.1% | -6.7% | -3.4% | -9.6% |
| 6M | +1.0% | +28.0% | -27.0% | -3.5% |
| YTD | +8.5% | +20.6% | -12.1% | +4.4% |
| 1Y | +25.7% | +10.3% | +15.4% | +23.4% |
| 3Y | +216.0% | +24.0% | +191.9% | +200.8% |
| All | +216.0% | +26.6% | +189.4% | +200.8% |
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