+18.5%
DBX vs ZYBT
-57.8%
+76.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.3% |
| 7D | -1.8% | -2.5% | +0.6% | -1.8% |
| 30D | +2.8% | -1.2% | +4.1% | +2.8% |
| 3M | +26.8% | +76.7% | -49.9% | +27.1% |
| 6M | +32.8% | +103.6% | -70.8% | +32.7% |
| YTD | +26.1% | +38.3% | -12.2% | +26.4% |
| 1Y | +14.1% | -84.7% | +98.8% | +16.8% |
| All | +18.5% | -57.8% | +76.3% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling