+10.4%
DBX vs ALK
-25.3%
+35.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.8% |
| 7D | -2.4% | -0.7% | -1.8% | -2.3% |
| 30D | -0.5% | -19.2% | +18.7% | +4.2% |
| 3M | +28.1% | -1.5% | +29.6% | +27.2% |
| 6M | +33.1% | -13.1% | +46.1% | +34.7% |
| YTD | +25.3% | -16.4% | +41.7% | +27.3% |
| 1Y | +18.3% | -33.1% | +51.4% | +27.2% |
| 3Y | +25.0% | +0.6% | +24.4% | +12.0% |
| All | +10.4% | -25.3% | +35.7% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling