+22.3%
DBX vs ARMK
+118.4%
-96.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.2% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -0.5% | 0.0% | -0.5% | -0.7% |
| 3M | +28.1% | +6.7% | +21.4% | +25.7% |
| 6M | +33.1% | +38.8% | -5.7% | +21.9% |
| YTD | +25.3% | +55.2% | -29.9% | +11.3% |
| 1Y | +18.3% | +46.6% | -28.3% | +6.5% |
| 3Y | +25.0% | +112.9% | -87.9% | +1.4% |
| 5Y | +7.5% | +144.0% | -136.4% | -16.2% |
| All | +22.3% | +118.4% | -96.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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