-54.2%
DOCS vs DBX
+23.7%
-77.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | 0.0% |
| 7D | -0.8% | -4.4% | +3.6% | +2.2% |
| 30D | +17.4% | +4.8% | +12.6% | +14.1% |
| 3M | +57.4% | +0.3% | +57.0% | +57.2% |
| 6M | +26.5% | +40.4% | -13.8% | +0.1% |
| YTD | -26.6% | +24.7% | -51.3% | -37.3% |
| 1Y | -48.1% | +20.9% | -68.9% | -55.4% |
| 3Y | +52.6% | +34.5% | +18.1% | +5.8% |
| All | -54.2% | +23.7% | -77.9% | -58.8% |
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