+249.9%
DHI vs DBX
+22.6%
+227.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | -3.4% | +2.1% | -5.5% | -3.9% |
| 30D | -5.4% | +5.7% | -11.2% | -6.8% |
| 3M | -10.4% | +31.8% | -42.2% | -16.5% |
| 6M | -2.8% | +37.5% | -40.2% | -11.0% |
| YTD | -3.4% | +27.9% | -31.3% | -10.1% |
| 1Y | -22.9% | +15.0% | -38.0% | -26.6% |
| 3Y | +20.7% | +27.2% | -6.5% | +9.0% |
| 5Y | +62.1% | +12.8% | +49.4% | +45.8% |
| All | +249.9% | +22.6% | +227.3% | +181.6% |
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