+203.9%
DOCN vs DBX
+33.4%
+170.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.7% |
| 7D | -19.2% | -4.4% | -14.8% | -17.8% |
| 30D | -43.1% | +4.8% | -47.8% | -44.4% |
| 3M | -40.7% | +0.3% | -41.0% | -41.6% |
| 6M | -55.0% | +40.4% | -95.4% | -63.9% |
| YTD | +50.6% | +24.7% | +25.9% | +28.6% |
| 1Y | +54.0% | +20.9% | +33.1% | +32.9% |
| 3Y | +203.9% | +34.5% | +169.4% | +134.0% |
| All | +203.9% | +33.4% | +170.5% | +134.0% |
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