+25.4%
DBX vs SONY
+40.0%
-14.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.8% | -5.8% | +3.9% | -0.3% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | +26.8% | +13.3% | +13.5% | +22.7% |
| 6M | +32.8% | +8.5% | +24.3% | +29.6% |
| YTD | +26.1% | -8.1% | +34.2% | +28.4% |
| 1Y | +14.1% | -17.9% | +32.0% | +19.7% |
| All | +25.4% | +40.0% | -14.6% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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