+413.4%
DKS vs DBX
+16.6%
+396.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -3.9% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -36.6% | -2.9% | -33.7% | -36.1% |
| 3M | -37.6% | +23.8% | -61.5% | -42.0% |
| 6M | -32.1% | +26.2% | -58.3% | -38.1% |
| YTD | -32.3% | +21.6% | -53.9% | -37.7% |
| 1Y | -39.5% | +11.4% | -50.9% | -42.8% |
| 3Y | +27.7% | +21.3% | +6.4% | +13.7% |
| 5Y | +15.0% | +6.7% | +8.4% | +3.3% |
| All | +413.4% | +16.6% | +396.8% | +286.2% |
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