+68.7%
DG vs DBX
+15.6%
+53.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.1% | -2.2% |
| 7D | -2.5% | -6.3% | +3.8% | -1.7% |
| 30D | +7.7% | -5.9% | +13.6% | +8.4% |
| 3M | +13.1% | -0.4% | +13.5% | +13.0% |
| 6M | +32.0% | +29.8% | +2.2% | +27.9% |
| YTD | +3.3% | +20.5% | -17.2% | +0.7% |
| 1Y | +31.7% | +8.7% | +23.0% | +29.6% |
| 3Y | +21.7% | +25.9% | -4.3% | +15.4% |
| 5Y | -34.7% | +24.2% | -58.9% | -39.1% |
| All | +68.7% | +15.6% | +53.1% | +47.1% |
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