+22.3%
DBX vs CHD
+125.7%
-103.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.4% | -2.7% | +0.2% | -1.9% |
| 30D | -0.5% | -4.6% | +4.1% | +0.4% |
| 3M | +28.1% | +5.0% | +23.0% | +27.0% |
| 6M | +33.1% | -3.2% | +36.3% | +33.8% |
| YTD | +25.3% | +18.6% | +6.6% | +20.9% |
| 1Y | +18.3% | +4.8% | +13.5% | +16.9% |
| 3Y | +25.0% | +6.1% | +18.9% | +21.3% |
| 5Y | +7.5% | +24.0% | -16.4% | -1.6% |
| All | +22.3% | +125.7% | -103.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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