+381.6%
COMP vs DBX
+33.4%
+348.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.1% | +13.8% | +11.8% |
| 7D | +13.4% | -4.4% | +17.8% | +15.1% |
| 30D | +11.1% | +4.8% | +6.3% | +9.4% |
| 3M | -18.8% | +0.3% | -19.2% | -19.1% |
| 6M | +10.5% | +40.4% | -29.9% | -2.6% |
| YTD | -3.4% | +24.7% | -28.1% | -11.0% |
| 1Y | +19.7% | +20.9% | -1.2% | +11.5% |
| 3Y | +381.6% | +34.5% | +347.1% | +324.0% |
| All | +381.6% | +33.4% | +348.2% | +324.0% |
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 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