+22.3%
DBX vs SPY
+230.8%
-208.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -0.5% | +0.1% | -0.5% | -0.4% |
| 3M | +28.1% | +2.0% | +26.1% | +25.2% |
| 6M | +33.1% | +13.0% | +20.1% | +17.3% |
| YTD | +25.3% | +13.5% | +11.7% | +9.9% |
| 1Y | +18.3% | +20.0% | -1.6% | -1.9% |
| 3Y | +25.0% | +77.2% | -52.2% | -30.3% |
| 5Y | +7.5% | +81.9% | -74.3% | -41.1% |
| All | +22.3% | +230.8% | -208.5% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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