+20.6%
DG vs DBX
+15.5%
+5.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -6.5% | +2.1% | -8.6% | -6.9% |
| 30D | +4.2% | +5.7% | -1.6% | +2.6% |
| 3M | +9.5% | +31.8% | -22.3% | +2.5% |
| 6M | -13.1% | +37.5% | -50.6% | -19.3% |
| YTD | -4.8% | +27.9% | -32.8% | -9.8% |
| 1Y | +20.6% | +15.0% | +5.6% | +15.9% |
| All | +20.6% | +15.5% | +5.1% | +15.9% |
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 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