-32.9%
DOCN vs DBX
+15.8%
-48.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +14.0% | +12.2% |
| 7D | -12.8% | -8.6% | -4.2% | -7.8% |
| 30D | -41.9% | -5.2% | -36.7% | -40.4% |
| 3M | -36.9% | -6.4% | -30.5% | -36.1% |
| 6M | -52.2% | +12.7% | -65.0% | -60.0% |
| YTD | +62.7% | +17.2% | +45.5% | +29.7% |
| 1Y | +58.2% | +5.5% | +52.7% | +37.3% |
| 3Y | +219.5% | +24.1% | +195.3% | +109.8% |
| 5Y | -32.9% | +14.2% | -47.1% | -40.4% |
| All | -32.9% | +15.8% | -48.6% | -40.4% |
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