+18.7%
DBX vs ALK
-32.2%
+50.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -2.9% | -18.5% | +15.6% | +1.2% |
| 3M | +23.8% | -3.6% | +27.4% | +23.6% |
| 6M | +26.2% | -3.7% | +29.9% | +24.6% |
| YTD | +21.6% | -19.0% | +40.6% | +24.0% |
| 1Y | +11.4% | -36.0% | +47.5% | +19.3% |
| 3Y | +21.3% | +2.3% | +18.9% | +11.7% |
| 5Y | +6.7% | -27.8% | +34.4% | +4.8% |
| All | +18.7% | -32.2% | +50.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALK 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling