+324.3%
DOCN vs DBX
+26.1%
+298.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.9% |
| 7D | +1.1% | -2.4% | +3.6% | +2.2% |
| 30D | -9.6% | -0.5% | -9.1% | -9.7% |
| 3M | -37.7% | +28.1% | -65.7% | -46.5% |
| 6M | +115.2% | +33.1% | +82.1% | +78.1% |
| YTD | +133.7% | +25.3% | +108.4% | +100.3% |
| 1Y | +250.2% | +18.3% | +231.8% | +207.8% |
| All | +324.3% | +26.1% | +298.2% | +225.5% |
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