+20.9%
DBX vs ALK
-6.6%
+27.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.1% |
| 7D | -4.4% | +9.0% | -13.4% | -4.4% |
| 30D | +4.8% | -1.6% | +6.4% | +4.7% |
| 3M | +0.3% | -23.2% | +23.5% | +0.4% |
| 6M | +40.4% | -3.9% | +44.3% | +40.1% |
| YTD | +24.7% | -22.6% | +47.3% | +26.1% |
| 1Y | +20.9% | -5.3% | +26.2% | +14.4% |
| All | +20.9% | -6.6% | +27.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling