+34.5%
DBX vs Z
-21.1%
+55.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.5% |
| 7D | -4.4% | -4.6% | +0.2% | -3.6% |
| 30D | +4.8% | +8.3% | -3.5% | +2.3% |
| 3M | +0.3% | -11.6% | +12.0% | +2.5% |
| 6M | +40.4% | -33.6% | +74.0% | +51.1% |
| YTD | +24.7% | -56.7% | +81.4% | +45.5% |
| 1Y | +20.9% | -59.1% | +80.0% | +42.5% |
| 3Y | +34.5% | -20.4% | +54.9% | +52.0% |
| All | +34.5% | -21.1% | +55.6% | +52.0% |
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