-5.1%
DASH vs DBX
+66.2%
-71.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.5% | -8.8% |
| 7D | +0.5% | -1.5% | +2.0% | +1.6% |
| 30D | -7.1% | +6.0% | -13.1% | -10.5% |
| 3M | -13.2% | +2.2% | -15.4% | -15.3% |
| 6M | +8.3% | +40.7% | -32.4% | -16.6% |
| YTD | -20.6% | +28.6% | -49.2% | -35.0% |
| 1Y | -24.4% | +22.8% | -47.2% | -36.3% |
| 3Y | +94.5% | +37.5% | +57.0% | +34.5% |
| 5Y | -9.4% | +28.6% | -38.0% | -39.2% |
| All | -5.1% | +66.2% | -71.3% | -38.1% |
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