+10.4%
DBX vs ALM
+951.0%
-940.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.4% |
| 7D | -2.4% | -2.6% | +0.2% | -2.4% |
| 30D | -0.5% | +32.0% | -32.5% | -0.8% |
| 3M | +28.1% | -15.0% | +43.1% | +28.5% |
| 6M | +33.1% | -10.1% | +43.2% | +32.8% |
| YTD | +25.3% | +99.4% | -74.1% | +21.4% |
| 1Y | +18.3% | +316.4% | -298.0% | +11.4% |
| 3Y | +25.0% | +2,022.0% | -1,997.0% | +10.5% |
| All | +10.4% | +951.0% | -940.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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