+24.1%
DBX vs FDS
-24.3%
+48.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -8.6% | -5.0% | -3.6% | -6.7% |
| 30D | -5.2% | +13.8% | -18.9% | -10.2% |
| 3M | -6.4% | +14.8% | -21.2% | -11.9% |
| 6M | +12.7% | +47.4% | -34.6% | -4.2% |
| YTD | +17.2% | +14.2% | +3.0% | +8.6% |
| 1Y | +5.5% | +26.6% | -21.1% | -6.5% |
| 3Y | +24.1% | -24.4% | +48.5% | +33.9% |
| All | +24.1% | -24.3% | +48.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling