+23.1%
DBX vs NYT
+209.9%
-186.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +2.8% | +4.5% | -1.6% | +1.3% |
| 3M | +26.8% | -8.5% | +35.3% | +29.8% |
| 6M | +32.8% | -15.1% | +47.8% | +38.6% |
| YTD | +26.1% | -3.3% | +29.4% | +25.7% |
| 1Y | +14.1% | +17.0% | -2.9% | +6.3% |
| 3Y | +25.7% | +55.7% | -29.9% | +3.8% |
| 5Y | +11.2% | +38.9% | -27.7% | -7.7% |
| All | +23.1% | +209.9% | -186.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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