+26.1%
DECK vs DBX
+7.0%
+19.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.4% |
| 7D | -2.2% | -2.4% | +0.2% | -1.4% |
| 30D | -13.6% | -0.5% | -13.1% | -13.6% |
| 3M | -21.2% | +28.1% | -49.3% | -28.5% |
| 6M | -21.1% | +33.1% | -54.2% | -30.5% |
| YTD | -17.2% | +25.3% | -42.5% | -25.4% |
| 1Y | -30.7% | +18.3% | -49.1% | -36.4% |
| 3Y | -3.4% | +25.0% | -28.4% | -17.7% |
| All | +26.1% | +7.0% | +19.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling