+24.6%
DBX vs FIVE
+63.3%
-38.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +2.5% |
| 7D | -1.1% | +7.5% | -8.6% | -1.9% |
| 30D | +5.0% | +16.7% | -11.7% | +3.2% |
| 3M | +4.6% | +13.4% | -8.8% | +2.7% |
| 6M | +43.9% | +9.0% | +34.9% | +41.9% |
| YTD | +29.9% | +33.8% | -3.9% | +24.8% |
| 1Y | +24.6% | +61.2% | -36.6% | +15.0% |
| All | +24.6% | +63.3% | -38.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling