+24.2%
DBX vs ALLY
-10.9%
+35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -6.3% | -2.1% | -4.2% | -5.7% |
| 30D | -5.9% | +2.0% | -7.9% | -6.5% |
| 3M | -0.4% | -13.3% | +13.0% | +4.1% |
| 6M | +29.8% | -9.9% | +39.7% | +33.4% |
| YTD | +20.5% | -13.5% | +34.1% | +25.0% |
| 1Y | +8.7% | -2.8% | +11.5% | +8.1% |
| 3Y | +25.9% | +63.4% | -37.5% | +1.1% |
| 5Y | +24.2% | -10.9% | +35.0% | +22.8% |
| All | +24.2% | -10.9% | +35.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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