+1,055.3%
DELL vs DBX
+8.4%
+1,046.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | +14.9% | +2.8% | +12.0% | +13.5% |
| 3M | +37.2% | +26.8% | +10.5% | +24.2% |
| 6M | +254.0% | +32.8% | +221.2% | +214.1% |
| YTD | +306.1% | +26.1% | +280.1% | +266.9% |
| 1Y | +312.3% | +14.1% | +298.1% | +284.3% |
| 3Y | +654.0% | +25.7% | +628.3% | +549.2% |
| 5Y | +1,055.3% | +11.2% | +1,044.2% | +806.3% |
| All | +1,055.3% | +8.4% | +1,046.9% | +806.3% |
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