+22.3%
DBX vs ALLE
+105.3%
-83.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -0.5% | -6.8% | +6.3% | +2.2% |
| 3M | +28.1% | +21.0% | +7.0% | +18.4% |
| 6M | +33.1% | +1.1% | +32.0% | +31.3% |
| YTD | +25.3% | -0.5% | +25.8% | +23.7% |
| 1Y | +18.3% | -7.3% | +25.6% | +20.0% |
| 3Y | +25.0% | +42.3% | -17.2% | +3.4% |
| 5Y | +7.5% | +13.5% | -5.9% | -4.4% |
| All | +22.3% | +105.3% | -83.0% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling