-50.4%
COMP vs DBX
+20.4%
-70.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.9% | -7.0% |
| 7D | +7.2% | -7.3% | +14.5% | +12.6% |
| 30D | +6.4% | -5.7% | +12.1% | +10.4% |
| 3M | -19.4% | -6.3% | -13.1% | -16.7% |
| 6M | +14.6% | +12.1% | +2.5% | +1.9% |
| YTD | -5.5% | +16.5% | -22.0% | -20.5% |
| 1Y | +13.7% | +6.1% | +7.6% | +3.4% |
| 3Y | +409.7% | +21.8% | +387.9% | +248.9% |
| 5Y | -17.0% | +19.1% | -36.1% | -46.0% |
| All | -50.4% | +20.4% | -70.8% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling