+11.7%
DASH vs DBX
+61.9%
-50.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.1% |
| 7D | -10.6% | -2.4% | -8.1% | -9.2% |
| 30D | +2.2% | -0.5% | +2.6% | +2.0% |
| 3M | +32.3% | +28.1% | +4.2% | +11.3% |
| 6M | +19.1% | +33.1% | -14.0% | -4.4% |
| YTD | -6.5% | +25.3% | -31.8% | -21.8% |
| 1Y | -14.9% | +18.3% | -33.2% | -26.7% |
| 3Y | +151.9% | +25.0% | +126.9% | +90.1% |
| 5Y | +9.4% | +7.5% | +1.9% | -20.8% |
| All | +11.7% | +61.9% | -50.2% | -25.6% |
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