-51.1%
DOCS vs DBX
+13.6%
-64.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.7% |
| 7D | -1.3% | -1.5% | +0.1% | -0.3% |
| 30D | +19.4% | +6.0% | +13.4% | +15.1% |
| 3M | +53.4% | +2.2% | +51.2% | +51.5% |
| 6M | +28.8% | +40.7% | -12.0% | +1.7% |
| YTD | -25.1% | +28.6% | -53.7% | -37.3% |
| 1Y | -48.1% | +22.8% | -70.9% | -55.9% |
| 3Y | +51.4% | +37.5% | +13.8% | +3.7% |
| 5Y | -51.1% | +28.6% | -79.7% | -57.9% |
| All | -51.1% | +13.6% | -64.7% | -57.9% |
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