+477.1%
DECK vs DBX
+20.1%
+457.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.3% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | -13.6% | -0.5% | -13.1% | -13.6% |
| 3M | -21.2% | +28.1% | -49.3% | -27.2% |
| 6M | -21.1% | +33.1% | -54.2% | -28.8% |
| YTD | -17.2% | +25.3% | -42.5% | -24.1% |
| 1Y | -30.7% | +18.3% | -49.1% | -35.5% |
| 3Y | -3.4% | +25.0% | -28.4% | -13.8% |
| 5Y | +25.5% | +7.5% | +18.0% | +13.2% |
| All | +477.1% | +20.1% | +457.0% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling