-44.8%
COMP vs DBX
+29.4%
-74.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +2.3% |
| 7D | +1.4% | -2.4% | +3.8% | +3.2% |
| 30D | -13.3% | -0.5% | -12.8% | -13.2% |
| 3M | +41.1% | +28.1% | +13.1% | +16.1% |
| 6M | +17.2% | +33.1% | -15.9% | -10.0% |
| YTD | +5.2% | +25.3% | -20.1% | -15.0% |
| 1Y | +18.9% | +18.3% | +0.6% | -1.1% |
| 3Y | +215.9% | +25.0% | +190.9% | +118.6% |
| 5Y | -31.2% | +7.5% | -38.7% | -53.0% |
| All | -44.8% | +29.4% | -74.2% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling