+7.8%
DBX vs FLR
+245.1%
-237.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.7% |
| 7D | +0.3% | -3.1% | +3.4% | +0.6% |
| 30D | 0.0% | +4.9% | -4.9% | -0.7% |
| 3M | +26.1% | +10.8% | +15.3% | +23.5% |
| 6M | +29.4% | +19.7% | +9.7% | +23.3% |
| YTD | +24.4% | +38.4% | -13.9% | +14.8% |
| 1Y | +10.9% | +34.7% | -23.8% | +2.4% |
| 3Y | +24.1% | +56.7% | -32.6% | +5.7% |
| 5Y | +7.8% | +241.6% | -233.9% | -21.8% |
| All | +7.8% | +245.1% | -237.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling