+2,942.4%
DELL vs DBX
+22.6%
+2,919.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +11.5% |
| 7D | +8.2% | +2.1% | +6.1% | +7.5% |
| 30D | +17.1% | +5.7% | +11.3% | +15.0% |
| 3M | +45.2% | +31.8% | +13.4% | +32.0% |
| 6M | +286.8% | +37.5% | +249.3% | +246.3% |
| YTD | +354.8% | +27.9% | +326.9% | +316.0% |
| 1Y | +358.3% | +15.0% | +343.2% | +331.1% |
| 3Y | +724.9% | +27.2% | +697.7% | +633.2% |
| 5Y | +1,193.7% | +12.8% | +1,180.9% | +1,054.8% |
| All | +2,942.4% | +22.6% | +2,919.8% | +2,278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling