+34.5%
DBX vs AVAV
-5.8%
+40.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.5% | -13.5% | -3.7% |
| 7D | -4.4% | -10.6% | +6.2% | -3.8% |
| 30D | +4.8% | -18.8% | +23.6% | +6.1% |
| 3M | +0.3% | -34.1% | +34.5% | +2.9% |
| 6M | +40.4% | -35.3% | +75.7% | +42.9% |
| YTD | +24.7% | -53.4% | +78.1% | +29.2% |
| 1Y | +20.9% | -65.6% | +86.5% | +28.7% |
| 3Y | +34.5% | -5.1% | +39.6% | +16.6% |
| All | +34.5% | -5.8% | +40.3% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling