+58.3%
DIA vs DBX
+23.5%
+34.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.0% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +3.3% | +26.1% | -22.8% | -0.1% |
| 6M | +10.4% | +29.4% | -18.9% | +6.1% |
| YTD | +10.0% | +24.4% | -14.4% | +6.3% |
| 1Y | +16.2% | +10.9% | +5.3% | +14.4% |
| All | +58.3% | +23.5% | +34.8% | +46.9% |
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