+26.1%
DBX vs ALK
+2.1%
+24.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.6% |
| 7D | -2.4% | -0.7% | -1.8% | -2.4% |
| 30D | -0.5% | -19.2% | +18.7% | +2.2% |
| 3M | +28.1% | -1.5% | +29.6% | +27.6% |
| 6M | +33.1% | -13.1% | +46.1% | +34.5% |
| YTD | +25.3% | -16.4% | +41.7% | +27.0% |
| 1Y | +18.3% | -33.1% | +51.4% | +24.4% |
| All | +26.1% | +2.1% | +24.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling