+98.5%
DAL vs DBX
+26.1%
+72.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.5% |
| 7D | +0.1% | -2.4% | +2.6% | +0.8% |
| 30D | -13.9% | -0.5% | -13.4% | -13.9% |
| 3M | +1.1% | +28.1% | -27.0% | -6.1% |
| 6M | +26.2% | +33.1% | -6.8% | +14.9% |
| YTD | +16.4% | +25.3% | -8.9% | +8.2% |
| 1Y | +33.9% | +18.3% | +15.5% | +26.0% |
| All | +98.5% | +26.1% | +72.4% | +70.5% |
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