+24.8%
DBX vs Z
-32.8%
+57.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | -0.5% | -4.2% | +3.7% | +0.4% |
| 3M | +28.1% | -3.7% | +31.8% | +28.6% |
| 6M | +33.1% | -24.5% | +57.6% | +39.3% |
| YTD | +25.3% | -49.3% | +74.6% | +41.7% |
| 1Y | +18.3% | -58.7% | +77.0% | +38.8% |
| All | +24.8% | -32.8% | +57.7% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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