-29.9%
COMP vs DBX
+7.0%
-36.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +2.4% |
| 7D | +1.4% | -2.4% | +3.8% | +3.3% |
| 30D | -13.3% | -0.5% | -12.8% | -13.2% |
| 3M | +41.1% | +28.1% | +13.1% | +15.8% |
| 6M | +17.2% | +33.1% | -15.9% | -10.4% |
| YTD | +5.2% | +25.3% | -20.1% | -15.2% |
| 1Y | +18.9% | +18.3% | +0.6% | -1.3% |
| 3Y | +215.9% | +25.0% | +190.9% | +115.9% |
| All | -29.9% | +7.0% | -36.9% | -53.1% |
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