+26.0%
DBX vs CAPR
+172.3%
-146.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.1% |
| 7D | -3.3% | +5.9% | -9.1% | -3.3% |
| 30D | -5.9% | +44.6% | -50.5% | -6.0% |
| 3M | -6.7% | +126.4% | -133.0% | -7.0% |
| 6M | +28.0% | -68.6% | +96.6% | +28.4% |
| YTD | +20.6% | -67.0% | +87.6% | +20.8% |
| 1Y | +10.3% | +65.2% | -54.9% | +6.3% |
| 3Y | +24.0% | +235.6% | -211.5% | +4.0% |
| All | +26.0% | +172.3% | -146.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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