+35.9%
DBX vs ADVB
-88.3%
+124.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -2.4% | -3.8% | +1.3% | -2.5% |
| 30D | -0.5% | +17.6% | -18.1% | -0.3% |
| 3M | +28.1% | +119.1% | -91.1% | +28.4% |
| 6M | +33.1% | +103.4% | -70.3% | +32.5% |
| YTD | +25.3% | +59.8% | -34.6% | +25.2% |
| 1Y | +18.3% | +8.5% | +9.8% | +18.5% |
| All | +35.9% | -88.3% | +124.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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