+24.0%
DBX vs ALK
+14.9%
+9.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +1.6% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -5.9% | +3.3% | -9.2% | -6.5% |
| 3M | -0.4% | -17.6% | +17.2% | +1.8% |
| 6M | +29.8% | +0.8% | +29.0% | +27.8% |
| YTD | +20.5% | -22.4% | +42.9% | +22.9% |
| 1Y | +8.7% | -10.1% | +18.7% | +7.0% |
| All | +24.0% | +14.9% | +9.1% | +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 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