+25.9%
DBX vs ALLE
+50.1%
-24.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -6.3% | +1.6% | -7.9% | -6.9% |
| 30D | -5.9% | +24.1% | -30.0% | -13.1% |
| 3M | -0.4% | +14.8% | -15.2% | -5.5% |
| 6M | +29.8% | +45.9% | -16.0% | +12.3% |
| YTD | +20.5% | +20.7% | -0.2% | +11.1% |
| 1Y | +8.7% | +14.2% | -5.5% | +2.6% |
| 3Y | +25.9% | +90.7% | -64.8% | -9.9% |
| All | +25.9% | +50.1% | -24.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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