+13.3%
DIS vs DBX
+20.1%
-6.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -2.6% | -2.4% | -0.1% | -2.0% |
| 30D | +3.5% | -0.5% | +4.0% | +3.4% |
| 3M | +6.8% | +28.1% | -21.2% | -0.3% |
| 6M | +3.0% | +33.1% | -30.1% | -5.6% |
| YTD | -6.7% | +25.3% | -32.0% | -13.2% |
| 1Y | -10.1% | +18.3% | -28.4% | -15.4% |
| 3Y | +33.0% | +25.0% | +8.0% | +20.0% |
| 5Y | -40.0% | +7.5% | -47.5% | -45.5% |
| All | +13.3% | +20.1% | -6.8% | -10.7% |
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