-46.5%
COMP vs DBX
+21.0%
-67.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +10.0% |
| 7D | +14.5% | -8.6% | +23.1% | +21.5% |
| 30D | +14.9% | -5.2% | +20.1% | +18.7% |
| 3M | -14.2% | -6.4% | -7.8% | -11.3% |
| 6M | +23.7% | +12.7% | +11.0% | +9.5% |
| YTD | +2.1% | +17.2% | -15.1% | -14.5% |
| 1Y | +26.2% | +5.5% | +20.7% | +15.3% |
| 3Y | +470.9% | +24.1% | +446.8% | +282.9% |
| 5Y | -14.0% | +14.2% | -28.2% | -42.8% |
| All | -46.5% | +21.0% | -67.5% | -67.2% |
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