-100.0%
DFNS vs DBX
+45.4%
-145.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.0% | -2.1% |
| 7D | -42.8% | -8.6% | -34.2% | -42.0% |
| 30D | -67.6% | -5.2% | -62.4% | -67.3% |
| 3M | -94.9% | -6.4% | -88.5% | -94.8% |
| 6M | -96.7% | +12.7% | -109.5% | -96.8% |
| YTD | -99.6% | +17.2% | -116.8% | -99.6% |
| 1Y | -99.7% | +5.5% | -105.3% | -99.7% |
| 3Y | -100.0% | +24.1% | -124.1% | -100.0% |
| 5Y | -100.0% | +14.2% | -114.2% | -100.0% |
| All | -100.0% | +45.4% | -145.4% | -100.0% |
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