+9.9%
DBX vs FDS
-16.8%
+26.7%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -0.9% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | -0.5% | +9.0% | -9.5% | -4.3% |
| 3M | +28.1% | +18.9% | +9.2% | +17.8% |
| 6M | +33.1% | +35.1% | -2.0% | +15.3% |
| YTD | +25.3% | +5.5% | +19.8% | +20.4% |
| 1Y | +18.3% | -16.8% | +35.2% | +26.3% |
| 3Y | +25.0% | -28.1% | +53.1% | +40.9% |
| All | +9.9% | -16.8% | +26.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling