-50.3%
DOCS vs DBX
+16.6%
-66.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -1.2% |
| 7D | -1.4% | -2.4% | +1.0% | +0.1% |
| 30D | +21.8% | -0.5% | +22.3% | +22.5% |
| 3M | +27.3% | +28.1% | -0.8% | +9.0% |
| 6M | -0.3% | +33.1% | -33.4% | -18.2% |
| YTD | -40.5% | +25.3% | -65.8% | -49.3% |
| 1Y | -61.5% | +18.3% | -79.9% | -66.5% |
| 3Y | +8.2% | +25.0% | -16.8% | -18.5% |
| 5Y | -73.4% | +7.5% | -81.0% | -79.1% |
| All | -50.3% | +16.6% | -66.9% | -60.7% |
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