+21.7%
DBX vs CAPR
-39.2%
+60.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.7% | -3.1% |
| 7D | -4.4% | +41.1% | -45.5% | -4.9% |
| 30D | +4.8% | +11.1% | -6.3% | +4.5% |
| 3M | +0.3% | +115.3% | -115.0% | -1.3% |
| 6M | +40.4% | -73.8% | +114.2% | +41.6% |
| YTD | +24.7% | -68.8% | +93.5% | +25.1% |
| 1Y | +20.9% | +43.3% | -22.4% | +12.7% |
| 3Y | +34.5% | +214.7% | -180.2% | +16.3% |
| 5Y | +24.6% | +141.3% | -116.7% | +6.5% |
| All | +21.7% | -39.2% | +60.9% | +5.3% |
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