+22.3%
DBX vs FIVE
+258.8%
-236.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.1% | -7.5% | -3.5% |
| 7D | -2.4% | +4.3% | -6.7% | -3.4% |
| 30D | -0.5% | +12.5% | -13.0% | -3.2% |
| 3M | +28.1% | +31.2% | -3.2% | +20.1% |
| 6M | +33.1% | +14.4% | +18.7% | +27.9% |
| YTD | +25.3% | +33.9% | -8.6% | +16.1% |
| 1Y | +18.3% | +65.1% | -46.7% | +4.1% |
| 3Y | +25.0% | +49.0% | -23.9% | +6.7% |
| 5Y | +7.5% | +30.3% | -22.8% | -8.5% |
| All | +22.3% | +258.8% | -236.5% | -26.1% |
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