+18.7%
DBX vs SIRI
-42.7%
+61.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.8% |
| 7D | -1.3% | +4.3% | -5.6% | -2.4% |
| 30D | -2.9% | -2.8% | 0.0% | -2.3% |
| 3M | +23.8% | +5.9% | +17.9% | +22.1% |
| 6M | +26.2% | +31.9% | -5.7% | +17.4% |
| YTD | +21.6% | +48.7% | -27.0% | +9.5% |
| 1Y | +11.4% | +23.2% | -11.8% | +4.7% |
| 3Y | +21.3% | -23.9% | +45.1% | +21.6% |
| 5Y | +6.7% | -43.4% | +50.1% | +10.8% |
| All | +18.7% | -42.7% | +61.5% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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