+55.8%
DOCS vs DBX
+37.6%
+18.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.9% |
| 7D | -1.3% | -1.5% | +0.1% | -0.7% |
| 30D | +19.4% | +6.0% | +13.4% | +16.6% |
| 3M | +53.4% | +2.2% | +51.2% | +52.3% |
| 6M | +28.8% | +40.7% | -12.0% | +12.9% |
| YTD | -25.1% | +28.6% | -53.7% | -32.4% |
| 1Y | -48.1% | +22.8% | -70.9% | -52.7% |
| All | +55.8% | +37.6% | +18.1% | +25.1% |
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