+34.5%
DBX vs SAN
+235.5%
-201.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.8% | -2.8% |
| 7D | -4.4% | +4.9% | -9.3% | -4.9% |
| 30D | +4.8% | -13.0% | +17.8% | +6.4% |
| 3M | +0.3% | -18.9% | +19.2% | +2.8% |
| 6M | +40.4% | -4.1% | +44.5% | +40.3% |
| YTD | +24.7% | +2.6% | +22.1% | +22.6% |
| 1Y | +20.9% | +16.9% | +4.0% | +15.2% |
| 3Y | +34.5% | +239.1% | -204.6% | +5.3% |
| All | +34.5% | +235.5% | -201.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling