+22.3%
DBX vs FND
-2.1%
+24.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.9% |
| 7D | -2.4% | -5.2% | +2.8% | -1.2% |
| 30D | -0.5% | -19.9% | +19.4% | +4.9% |
| 3M | +28.1% | +2.7% | +25.3% | +25.9% |
| 6M | +33.1% | -21.7% | +54.8% | +39.0% |
| YTD | +25.3% | -17.5% | +42.8% | +28.4% |
| 1Y | +18.3% | -39.3% | +57.6% | +30.7% |
| 3Y | +25.0% | -49.8% | +74.8% | +38.4% |
| 5Y | +7.5% | -60.1% | +67.6% | +20.6% |
| All | +22.3% | -2.1% | +24.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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