+18.3%
DBX vs FLR
+31.2%
-12.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.8% |
| 7D | -2.4% | +5.4% | -7.9% | -1.6% |
| 30D | -0.5% | +11.4% | -11.9% | +1.6% |
| 3M | +28.1% | +11.4% | +16.6% | +31.5% |
| 6M | +33.1% | +16.6% | +16.5% | +37.0% |
| YTD | +25.3% | +41.7% | -16.4% | +25.7% |
| 1Y | +18.3% | +35.4% | -17.1% | +24.4% |
| All | +18.3% | +31.2% | -12.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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