-14.9%
DPZ vs DBX
+19.2%
-34.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.6% |
| 7D | +6.6% | -4.4% | +10.9% | +7.4% |
| 30D | +10.3% | +4.8% | +5.5% | +9.3% |
| 3M | -6.2% | +0.3% | -6.5% | -6.5% |
| 6M | +4.2% | +40.4% | -36.1% | -1.8% |
| YTD | -18.4% | +24.7% | -43.1% | -21.6% |
| 1Y | -14.9% | +20.9% | -35.8% | -18.3% |
| All | -14.9% | +19.2% | -34.1% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling