+12.2%
DBX vs DGX
+64.0%
-51.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.8% |
| 7D | -1.8% | -3.5% | +1.6% | -1.0% |
| 30D | +2.8% | -2.7% | +5.5% | +3.5% |
| 3M | +26.8% | +13.9% | +12.9% | +22.8% |
| 6M | +32.8% | +16.0% | +16.7% | +27.8% |
| YTD | +26.1% | +34.9% | -8.9% | +15.7% |
| 1Y | +14.1% | +30.6% | -16.4% | +5.6% |
| 3Y | +25.7% | +93.0% | -67.3% | 0.0% |
| All | +12.2% | +64.0% | -51.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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