+164.6%
DOCN vs DBX
+27.1%
+137.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +4.6% |
| 7D | +1.1% | -2.4% | +3.6% | +2.9% |
| 30D | -9.6% | -0.5% | -9.1% | -10.0% |
| 3M | -37.7% | +28.1% | -65.7% | -50.9% |
| 6M | +115.2% | +33.1% | +82.1% | +60.7% |
| YTD | +133.7% | +25.3% | +108.4% | +83.0% |
| 1Y | +250.2% | +18.3% | +231.8% | +183.4% |
| 3Y | +320.3% | +25.0% | +295.3% | +196.4% |
| 5Y | +53.1% | +7.5% | +45.6% | +13.5% |
| All | +164.6% | +27.1% | +137.5% | +81.0% |
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