-35.5%
DOW vs DBX
+8.4%
-43.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -4.1% | +2.8% | -6.9% | -4.8% |
| 3M | -12.4% | +26.8% | -39.2% | -16.9% |
| 6M | -10.6% | +32.8% | -43.4% | -16.7% |
| YTD | +31.1% | +26.1% | +5.0% | +23.5% |
| 1Y | +30.5% | +14.1% | +16.4% | +25.6% |
| 3Y | -34.4% | +25.7% | -60.1% | -40.2% |
| 5Y | -35.5% | +11.2% | -46.7% | -43.9% |
| All | -35.5% | +8.4% | -43.9% | -43.9% |
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