+143.3%
DELL vs DBX
+22.5%
+120.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.3% | -12.1% | -9.5% |
| 7D | -24.6% | -1.1% | -23.5% | -24.4% |
| 30D | -32.5% | +5.0% | -37.5% | -33.5% |
| 3M | -20.2% | +4.6% | -24.8% | -21.3% |
| 6M | +76.5% | +43.9% | +32.5% | +56.1% |
| YTD | +198.9% | +29.9% | +169.1% | +163.6% |
| 1Y | +143.3% | +24.6% | +118.7% | +114.1% |
| All | +143.3% | +22.5% | +120.8% | +114.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling