+21.7%
DBX vs ALLY
+86.5%
-64.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | -4.4% | +0.9% | -5.3% | -4.6% |
| 30D | +4.8% | +3.1% | +1.7% | +3.9% |
| 3M | +0.3% | -12.6% | +12.9% | +4.0% |
| 6M | +40.4% | -12.4% | +52.8% | +45.1% |
| YTD | +24.7% | -13.2% | +37.8% | +28.5% |
| 1Y | +20.9% | +1.8% | +19.1% | +18.9% |
| 3Y | +34.5% | +58.0% | -23.5% | +14.2% |
| 5Y | +24.6% | -8.4% | +33.1% | +18.7% |
| All | +21.7% | +86.5% | -64.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling