+24.6%
DBX vs TKO
+5.6%
+19.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.4% | -0.1% | +2.8% |
| 7D | -1.1% | +11.3% | -12.4% | -2.6% |
| 30D | +5.0% | +9.3% | -4.3% | +3.7% |
| 3M | +4.6% | +5.3% | -0.7% | +3.8% |
| 6M | +43.9% | +4.9% | +39.1% | +43.6% |
| YTD | +29.9% | -6.3% | +36.2% | +30.7% |
| 1Y | +24.6% | +4.9% | +19.7% | +22.1% |
| All | +24.6% | +5.6% | +19.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling