+2,763.2%
DELL vs DBX
+16.6%
+2,746.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.8% |
| 7D | +25.6% | -1.3% | +26.9% | +26.1% |
| 30D | +17.7% | -2.9% | +20.5% | +18.6% |
| 3M | +33.4% | +23.8% | +9.6% | +23.6% |
| 6M | +266.2% | +26.2% | +240.0% | +236.7% |
| YTD | +328.0% | +21.6% | +306.4% | +297.7% |
| 1Y | +339.6% | +11.4% | +328.1% | +317.4% |
| 3Y | +694.6% | +21.3% | +673.3% | +616.8% |
| 5Y | +1,122.0% | +6.7% | +1,115.3% | +1,009.6% |
| All | +2,763.2% | +16.6% | +2,746.6% | +2,173.2% |
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 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