+14.4%
DBX vs ALK
-30.6%
+45.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +7.1% | -13.1% | -7.4% |
| 7D | -8.6% | +8.9% | -17.5% | -10.3% |
| 30D | -5.2% | +5.9% | -11.1% | -6.7% |
| 3M | -6.4% | -16.5% | +10.1% | -3.5% |
| 6M | +12.7% | +2.1% | +10.6% | +10.2% |
| YTD | +17.2% | -17.1% | +34.3% | +18.2% |
| 1Y | +5.5% | -2.9% | +8.4% | +2.1% |
| 3Y | +24.1% | +24.5% | -0.4% | +8.6% |
| 5Y | +14.2% | -29.1% | +43.3% | +12.3% |
| All | +14.4% | -30.6% | +45.0% | +11.7% |
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