-99.9%
DFNS vs DBX
+55.4%
-155.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -16.0% | -2.4% | -13.6% | -15.6% |
| 30D | -77.7% | -0.5% | -77.2% | -77.7% |
| 3M | -77.2% | +28.1% | -105.2% | -77.8% |
| 6M | -95.2% | +33.1% | -128.3% | -95.3% |
| YTD | -98.0% | +25.3% | -123.3% | -98.0% |
| 1Y | -98.3% | +18.3% | -116.6% | -98.3% |
| 3Y | -99.9% | +25.0% | -124.9% | -99.9% |
| 5Y | -99.9% | +7.5% | -107.4% | -99.9% |
| All | -99.9% | +55.4% | -155.3% | -99.9% |
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