+26.0%
DBX vs AVAV
+28.1%
-2.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -3.3% | +4.2% | -7.5% | -3.8% |
| 30D | -5.9% | -2.6% | -3.3% | -6.0% |
| 3M | -6.7% | -38.0% | +31.3% | -2.6% |
| 6M | +28.0% | -27.0% | +55.0% | +29.6% |
| YTD | +20.6% | -51.4% | +72.0% | +26.2% |
| 1Y | +10.3% | -60.2% | +70.5% | +18.3% |
| 3Y | +24.0% | -6.7% | +30.7% | +11.3% |
| All | +26.0% | +28.1% | -2.1% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling