+18.3%
DBX vs ALC
-10.2%
+28.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -2.4% | -2.1% | -0.3% | -2.2% |
| 30D | -0.5% | -0.1% | -0.4% | -0.5% |
| 3M | +28.1% | +5.9% | +22.2% | +27.4% |
| 6M | +33.1% | -15.9% | +49.0% | +35.9% |
| YTD | +25.3% | -10.1% | +35.4% | +26.5% |
| 1Y | +18.3% | -10.2% | +28.6% | +18.3% |
| All | +18.3% | -10.2% | +28.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling