-98.3%
DFNS vs DBX
+12.9%
-111.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -7.6% |
| 7D | +4.6% | +0.3% | +4.4% | +4.1% |
| 30D | -73.9% | 0.0% | -73.9% | -74.6% |
| 3M | -71.7% | +26.1% | -97.8% | -78.8% |
| 6M | -94.6% | +29.4% | -123.9% | -96.2% |
| YTD | -98.1% | +24.4% | -122.5% | -98.6% |
| 1Y | -98.3% | +10.9% | -109.2% | -98.8% |
| All | -98.3% | +12.9% | -111.2% | -98.8% |
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