+18.7%
DBX vs FLR
+6.5%
+12.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.7% |
| 6M | +26.2% | +25.6% | +0.6% | +19.9% |
| YTD | +21.6% | +42.9% | -21.3% | +13.0% |
| 1Y | +11.4% | +38.7% | -27.3% | +3.6% |
| 3Y | +21.3% | +61.8% | -40.5% | +7.3% |
| 5Y | +6.7% | +254.1% | -247.4% | -17.1% |
| All | +18.7% | +6.5% | +12.2% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling