-18.0%
DPZ vs DBX
+8.4%
-26.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -0.9% |
| 7D | -3.5% | -8.1% | +4.6% | -2.1% |
| 30D | +5.7% | -4.9% | +10.6% | +6.6% |
| 3M | -7.5% | -2.7% | -4.8% | -7.3% |
| 6M | +6.2% | +25.2% | -19.0% | +1.8% |
| YTD | -19.8% | +19.3% | -39.1% | -22.4% |
| 1Y | -18.0% | +6.6% | -24.6% | -19.4% |
| All | -18.0% | +8.4% | -26.4% | -19.4% |
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