+22.3%
DBX vs CAPR
-36.5%
+58.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -2.4% | -2.0% | -0.5% | -2.4% |
| 30D | -0.5% | +139.2% | -139.7% | -2.1% |
| 3M | +28.1% | -66.4% | +94.4% | +28.8% |
| 6M | +33.1% | -63.1% | +96.2% | +33.5% |
| YTD | +25.3% | -67.4% | +92.7% | +25.8% |
| 1Y | +18.3% | +58.2% | -39.9% | +9.9% |
| 3Y | +25.0% | +42.2% | -17.2% | +11.1% |
| 5Y | +7.5% | +87.3% | -79.7% | -7.2% |
| All | +22.3% | -36.5% | +58.8% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling