+16.4%
DBX vs ALK
-31.7%
+48.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.6% |
| 7D | -8.1% | +2.6% | -10.7% | -8.8% |
| 30D | -4.9% | +7.8% | -12.7% | -6.7% |
| 3M | -2.7% | -15.2% | +12.5% | 0.0% |
| 6M | +25.2% | +5.0% | +20.1% | +21.5% |
| YTD | +19.3% | -18.4% | +37.7% | +20.7% |
| 1Y | +6.6% | -2.4% | +9.0% | +3.0% |
| 3Y | +24.6% | +19.8% | +4.9% | +10.0% |
| 5Y | +23.5% | -27.8% | +51.3% | +21.0% |
| All | +16.4% | -31.7% | +48.1% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling