+20.2%
DBX vs ZYBT
-58.9%
+79.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +2.1% | -3.7% | +5.8% | +2.1% |
| 30D | +5.7% | 0.0% | +5.7% | +5.7% |
| 3M | +31.8% | +72.2% | -40.4% | +32.1% |
| 6M | +37.5% | +103.1% | -65.7% | +37.4% |
| YTD | +27.9% | +34.8% | -6.9% | +28.3% |
| 1Y | +15.0% | -83.2% | +98.2% | +17.6% |
| All | +20.2% | -58.9% | +79.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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