+358.3%
DELL vs DBX
+15.5%
+342.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.5% | +10.5% | +11.6% |
| 7D | +8.2% | +2.1% | +6.1% | +7.6% |
| 30D | +17.1% | +5.7% | +11.3% | +15.3% |
| 3M | +45.2% | +31.8% | +13.4% | +31.7% |
| 6M | +286.8% | +37.5% | +249.3% | +247.6% |
| YTD | +354.8% | +27.9% | +326.9% | +308.9% |
| 1Y | +358.3% | +15.0% | +343.2% | +319.2% |
| All | +358.3% | +15.5% | +342.7% | +319.2% |
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