+21.3%
DBX vs FLR
+60.4%
-39.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | -2.9% | -0.7% | -2.2% | -2.9% |
| 3M | +23.8% | +14.3% | +9.5% | +22.1% |
| 6M | +26.2% | +25.6% | +0.6% | +21.0% |
| YTD | +21.6% | +42.9% | -21.3% | +13.3% |
| 1Y | +11.4% | +38.7% | -27.3% | +4.0% |
| 3Y | +21.3% | +61.8% | -40.5% | +2.5% |
| All | +21.3% | +60.4% | -39.1% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling