+23.2%
DBX vs ALLE
+49.9%
-26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +4.8% | +25.3% | -20.6% | -3.5% |
| 3M | +0.3% | +10.3% | -9.9% | -3.4% |
| 6M | +40.4% | +38.0% | +2.3% | +23.9% |
| YTD | +24.7% | +17.8% | +6.9% | +16.0% |
| 1Y | +20.9% | +13.6% | +7.3% | +14.2% |
| 3Y | +34.5% | +89.2% | -54.7% | -3.8% |
| All | +23.2% | +49.9% | -26.7% | -4.3% |
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