+77.2%
DAL vs DBX
+19.5%
+57.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.2% | +3.1% |
| 7D | +8.8% | -4.4% | +13.2% | +10.2% |
| 30D | +5.4% | +4.8% | +0.6% | +3.8% |
| 3M | -4.9% | +0.3% | -5.3% | -5.6% |
| 6M | +19.8% | +40.4% | -20.5% | +5.8% |
| YTD | +27.0% | +24.7% | +2.3% | +16.0% |
| 1Y | +52.5% | +20.9% | +31.6% | +40.2% |
| 3Y | +173.8% | +34.5% | +139.4% | +137.7% |
| 5Y | +104.5% | +24.6% | +79.9% | +77.7% |
| All | +77.2% | +19.5% | +57.6% | +38.0% |
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