+26.1%
DBX vs ABCL
+104.5%
-78.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -0.5% | +93.1% | -93.6% | -4.5% |
| 3M | +28.1% | +79.4% | -51.4% | +23.1% |
| 6M | +33.1% | +214.9% | -181.8% | +23.1% |
| YTD | +25.3% | +234.2% | -208.9% | +15.0% |
| 1Y | +18.3% | +174.8% | -156.4% | +9.1% |
| All | +26.1% | +104.5% | -78.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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