+16.3%
DBX vs FRSH
-72.5%
+88.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +2.1% | -6.6% | +8.7% | +4.0% |
| 30D | +5.7% | +2.1% | +3.6% | +5.1% |
| 3M | +31.8% | +29.0% | +2.8% | +23.2% |
| 6M | +37.5% | +48.6% | -11.2% | +23.7% |
| YTD | +27.9% | -2.9% | +30.9% | +26.9% |
| 1Y | +15.0% | -7.9% | +22.9% | +15.3% |
| 3Y | +27.2% | -46.5% | +73.7% | +40.5% |
| All | +16.3% | -72.5% | +88.8% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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