+15.2%
D vs DBX
+23.7%
-8.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | +3.0% | -4.4% | +7.4% | +3.1% |
| 30D | +11.5% | +4.8% | +6.7% | +11.4% |
| 3M | +3.7% | +0.3% | +3.4% | +3.7% |
| 6M | +13.5% | +40.4% | -26.8% | +12.3% |
| YTD | +20.7% | +24.7% | -4.0% | +19.9% |
| 1Y | +18.2% | +20.9% | -2.7% | +17.6% |
| 3Y | +73.3% | +34.5% | +38.8% | +69.5% |
| All | +15.2% | +23.7% | -8.5% | +14.3% |
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