+22.8%
COMP vs DBX
+4.4%
+18.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +7.1% |
| 7D | +14.5% | -8.6% | +23.1% | +16.9% |
| 30D | +14.9% | -5.2% | +20.1% | +16.3% |
| 3M | -14.2% | -6.4% | -7.8% | -12.9% |
| 6M | +23.7% | +12.7% | +11.0% | +21.0% |
| YTD | +2.1% | +17.2% | -15.1% | +6.6% |
| All | +22.8% | +4.4% | +18.3% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling