+176.3%
DAL vs DBX
+25.2%
+151.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.5% |
| 7D | +2.3% | -8.1% | +10.5% | +4.3% |
| 30D | +14.3% | -4.9% | +19.2% | +15.5% |
| 3M | +1.3% | -2.7% | +4.0% | +1.3% |
| 6M | +29.3% | +25.2% | +4.1% | +19.8% |
| YTD | +33.0% | +19.3% | +13.7% | +24.6% |
| 1Y | +59.8% | +6.6% | +53.2% | +55.8% |
| All | +176.3% | +25.2% | +151.1% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling