+59.5%
DIA vs DBX
+26.5%
+33.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +1.6% | -6.3% | +7.9% | +2.3% |
| 30D | +1.2% | -5.9% | +7.1% | +1.9% |
| 3M | -2.4% | -0.4% | -2.0% | -2.6% |
| 6M | +5.7% | +29.8% | -24.2% | +1.6% |
| YTD | +9.9% | +20.5% | -10.6% | +6.6% |
| 1Y | +9.8% | +8.7% | +1.2% | +8.4% |
| All | +59.5% | +26.5% | +33.0% | +49.3% |
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