+196.4%
DOCN vs DBX
+37.6%
+158.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.9% | -14.9% | -15.5% |
| 7D | -29.3% | -1.5% | -27.8% | -28.9% |
| 30D | -46.0% | +6.0% | -52.1% | -47.5% |
| 3M | -43.2% | +2.2% | -45.4% | -44.4% |
| 6M | -53.7% | +40.7% | -94.5% | -62.8% |
| YTD | +46.9% | +28.6% | +18.3% | +24.0% |
| 1Y | +54.3% | +22.8% | +31.6% | +32.9% |
| All | +196.4% | +37.6% | +158.8% | +125.6% |
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