+14.4%
DBX vs Z
-44.6%
+59.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -6.9% |
| 7D | -8.6% | -5.2% | -3.4% | -7.7% |
| 30D | -5.2% | +5.7% | -10.9% | -6.9% |
| 3M | -6.4% | -8.7% | +2.3% | -5.2% |
| 6M | +12.7% | -26.0% | +38.7% | +19.5% |
| YTD | +17.2% | -55.0% | +72.2% | +37.5% |
| 1Y | +5.5% | -58.0% | +63.5% | +25.5% |
| 3Y | +24.1% | -15.2% | +39.3% | +21.4% |
| 5Y | +14.2% | -53.8% | +68.0% | +21.6% |
| All | +14.4% | -44.6% | +59.0% | +8.0% |
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 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