+22.7%
DBX vs FLR
+40.2%
-17.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | -8.1% | +6.3% | -14.5% | -8.5% |
| 30D | -4.9% | +1.8% | -6.7% | -5.0% |
| 3M | -2.7% | -4.4% | +1.7% | -2.5% |
| 6M | +25.2% | +15.9% | +9.3% | +22.5% |
| YTD | +19.3% | +27.7% | -8.5% | +11.8% |
| 1Y | +6.6% | +11.6% | -5.0% | +2.6% |
| All | +22.7% | +40.2% | -17.5% | +1.4% |
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 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