+21.7%
DBX vs FIVE
+241.9%
-220.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +4.8% | +17.7% | -12.9% | +1.1% |
| 3M | +0.3% | +4.0% | -3.6% | -0.9% |
| 6M | +40.4% | +2.6% | +37.8% | +38.4% |
| YTD | +24.7% | +27.6% | -2.9% | +16.5% |
| 1Y | +20.9% | +59.9% | -39.1% | +7.2% |
| 3Y | +34.5% | +35.8% | -1.3% | +17.4% |
| 5Y | +24.6% | +14.4% | +10.2% | +9.2% |
| All | +21.7% | +241.9% | -220.2% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling