+66.4%
DOCN vs DBX
+30.5%
+35.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.9% | -14.9% | -15.2% |
| 7D | -29.3% | -1.5% | -27.8% | -28.6% |
| 30D | -46.0% | +6.0% | -52.1% | -48.6% |
| 3M | -43.2% | +2.2% | -45.4% | -45.5% |
| 6M | -53.7% | +40.7% | -94.5% | -67.4% |
| YTD | +46.9% | +28.6% | +18.3% | +10.8% |
| 1Y | +54.3% | +22.8% | +31.6% | +19.7% |
| 3Y | +185.5% | +37.5% | +148.0% | +79.2% |
| 5Y | -31.1% | +28.6% | -59.7% | -55.0% |
| All | +66.4% | +30.5% | +35.9% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling