+42.3%
D vs DBX
+20.1%
+22.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | +0.4% | -2.4% | +2.9% | +0.6% |
| 30D | -3.6% | -0.5% | -3.1% | -3.6% |
| 3M | -1.0% | +28.1% | -29.0% | -2.8% |
| 6M | +6.3% | +33.1% | -26.8% | +3.8% |
| YTD | +14.7% | +25.3% | -10.6% | +12.5% |
| 1Y | +16.9% | +18.3% | -1.4% | +15.1% |
| 3Y | +56.8% | +25.0% | +31.8% | +51.9% |
| 5Y | +5.2% | +7.5% | -2.3% | +2.4% |
| All | +42.3% | +20.1% | +22.2% | +26.8% |
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