+66.1%
DG vs DBX
+20.1%
+46.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +8.4% | -2.4% | +10.8% | +8.7% |
| 30D | +4.9% | -0.5% | +5.4% | +4.9% |
| 3M | +29.3% | +28.1% | +1.3% | +25.6% |
| 6M | -11.3% | +33.1% | -44.4% | -14.4% |
| YTD | +1.8% | +25.3% | -23.5% | -1.2% |
| 1Y | +25.3% | +18.3% | +7.0% | +22.3% |
| 3Y | +9.1% | +25.0% | -15.9% | +3.7% |
| 5Y | -34.9% | +7.5% | -42.4% | -38.1% |
| All | +66.1% | +20.1% | +46.0% | +44.3% |
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 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