+13.1%
DBX vs FRSH
-72.4%
+85.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.7% |
| 7D | +0.3% | -9.6% | +9.8% | +3.0% |
| 30D | 0.0% | -0.4% | +0.4% | +0.1% |
| 3M | +26.1% | +27.2% | -1.1% | +18.3% |
| 6M | +29.4% | +42.2% | -12.8% | +17.6% |
| YTD | +24.4% | -2.6% | +27.0% | +23.4% |
| 1Y | +10.9% | -10.2% | +21.0% | +11.9% |
| 3Y | +24.1% | -45.5% | +69.6% | +36.4% |
| All | +13.1% | -72.4% | +85.5% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling