-8.7%
COMP vs DBX
+24.0%
-32.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | 0.0% | -3.3% | +3.3% | +2.0% |
| 30D | +16.6% | -5.9% | +22.4% | +21.3% |
| 3M | -23.5% | -6.7% | -16.8% | -20.6% |
| 6M | +25.7% | +28.0% | -2.2% | +1.2% |
| YTD | -3.4% | +20.6% | -24.0% | -21.1% |
| 1Y | +7.6% | +10.3% | -2.7% | -5.1% |
| 3Y | +423.6% | +24.0% | +399.5% | +246.0% |
| All | -8.7% | +24.0% | -32.7% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling