+151.5%
DHR vs DBX
+16.6%
+134.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +0.2% | -2.9% | +3.1% | +0.7% |
| 3M | +12.1% | +23.8% | -11.8% | +7.0% |
| 6M | +5.4% | +26.2% | -20.8% | -0.4% |
| YTD | -10.0% | +21.6% | -31.6% | -14.3% |
| 1Y | +4.1% | +11.4% | -7.4% | +0.4% |
| 3Y | -5.2% | +21.3% | -26.5% | -12.5% |
| 5Y | -28.2% | +6.7% | -34.9% | -33.7% |
| All | +151.5% | +16.6% | +134.9% | +106.1% |
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