+13.8%
DBX vs TKO
+291.2%
-277.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.5% |
| 30D | +5.7% | -2.5% | +8.2% | +6.2% |
| 3M | +31.8% | -10.6% | +42.4% | +34.5% |
| 6M | +37.5% | -5.1% | +42.5% | +38.2% |
| YTD | +27.9% | -8.2% | +36.1% | +29.2% |
| 1Y | +15.0% | -4.4% | +19.5% | +14.9% |
| 3Y | +27.2% | +100.4% | -73.2% | +8.0% |
| All | +13.8% | +291.2% | -277.4% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling