+75.9%
DE vs DBX
+27.0%
+48.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -2.6% | +2.1% | -4.7% | -2.7% |
| 30D | +9.0% | +5.7% | +3.3% | +8.5% |
| 3M | +19.1% | +31.8% | -12.7% | +16.4% |
| 6M | +14.4% | +37.5% | -23.1% | +10.7% |
| YTD | +45.9% | +27.9% | +18.0% | +43.0% |
| 1Y | +43.6% | +15.0% | +28.6% | +43.2% |
| 3Y | +75.9% | +27.2% | +48.7% | +66.9% |
| All | +75.9% | +27.0% | +48.9% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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