+22.3%
DBX vs Z
-37.5%
+59.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -0.5% | -4.2% | +3.7% | +0.4% |
| 3M | +28.1% | -3.7% | +31.8% | +28.9% |
| 6M | +33.1% | -24.5% | +57.6% | +40.6% |
| YTD | +25.3% | -49.3% | +74.6% | +44.1% |
| 1Y | +18.3% | -58.7% | +77.0% | +41.8% |
| 3Y | +25.0% | -34.1% | +59.2% | +30.2% |
| 5Y | +7.5% | -64.5% | +72.1% | +19.2% |
| All | +22.3% | -37.5% | +59.8% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling