+13.8%
DBX vs SAN
+158.8%
-145.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -7.3% | +10.8% | -18.1% | -9.7% |
| 30D | -5.7% | -5.7% | 0.0% | -4.6% |
| 3M | -6.3% | -13.4% | +7.1% | -3.4% |
| 6M | +12.1% | +3.5% | +8.6% | +10.0% |
| YTD | +16.5% | +9.7% | +6.8% | +11.5% |
| 1Y | +6.1% | +20.9% | -14.8% | -1.4% |
| 3Y | +21.8% | +254.3% | -232.5% | -17.7% |
| 5Y | +19.1% | +304.2% | -285.1% | -24.9% |
| All | +13.8% | +158.8% | -145.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling