-40.2%
DKS vs DBX
+15.5%
-55.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +1.3% |
| 7D | -3.0% | +2.1% | -5.1% | -3.1% |
| 30D | -33.4% | +5.7% | -39.1% | -33.6% |
| 3M | -39.4% | +31.8% | -71.2% | -39.8% |
| 6M | -30.1% | +37.5% | -67.6% | -30.5% |
| YTD | -31.0% | +27.9% | -58.9% | -30.3% |
| 1Y | -40.2% | +15.0% | -55.2% | -39.4% |
| All | -40.2% | +15.5% | -55.7% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling