+6.7%
DBX vs SAN
+381.9%
-375.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.8% |
| 7D | -1.3% | +3.3% | -4.7% | -2.1% |
| 30D | -2.9% | +1.1% | -4.0% | -3.1% |
| 3M | +23.8% | +22.2% | +1.6% | +17.3% |
| 6M | +26.2% | +36.0% | -9.8% | +15.3% |
| YTD | +21.6% | +28.2% | -6.6% | +12.3% |
| 1Y | +11.4% | +54.1% | -42.7% | -3.2% |
| 3Y | +21.3% | +354.2% | -333.0% | -27.6% |
| 5Y | +6.7% | +387.3% | -380.6% | -43.0% |
| All | +6.7% | +381.9% | -375.3% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling