-27.5%
DOCN vs DBX
+24.0%
-51.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +19.1% | -3.3% | +22.4% | +21.4% |
| 30D | -21.0% | -5.9% | -15.1% | -18.3% |
| 3M | -34.7% | -6.7% | -28.1% | -33.3% |
| 6M | -45.8% | +28.0% | -73.7% | -58.8% |
| YTD | +79.4% | +20.6% | +58.8% | +40.4% |
| 1Y | +91.0% | +10.3% | +80.7% | +60.5% |
| 3Y | +237.5% | +24.0% | +213.4% | +125.6% |
| All | -27.5% | +24.0% | -51.5% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling