+7.2%
DG vs DBX
+21.2%
-13.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.9% |
| 7D | -2.5% | -1.3% | -1.1% | -2.4% |
| 30D | +1.0% | -2.9% | +3.9% | +1.0% |
| 3M | +20.3% | +23.8% | -3.5% | +20.2% |
| 6M | -11.7% | +26.2% | -37.9% | -11.9% |
| YTD | -2.3% | +21.6% | -23.9% | -2.7% |
| 1Y | +20.0% | +11.4% | +8.6% | +18.5% |
| 3Y | +7.2% | +21.3% | -14.0% | +4.3% |
| All | +7.2% | +21.2% | -13.9% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling