+153.0%
DASH vs DBX
+26.1%
+126.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.7% |
| 7D | -10.6% | -2.4% | -8.1% | -9.7% |
| 30D | +2.2% | -0.5% | +2.6% | +2.1% |
| 3M | +32.3% | +28.1% | +4.2% | +19.8% |
| 6M | +19.1% | +33.1% | -14.0% | +5.4% |
| YTD | -6.5% | +25.3% | -31.8% | -15.3% |
| 1Y | -14.9% | +18.3% | -33.2% | -21.6% |
| All | +153.0% | +26.1% | +126.9% | +115.9% |
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