-27.5%
DPZ vs DBX
+23.7%
-51.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.4% |
| 7D | +6.6% | -4.4% | +10.9% | +7.7% |
| 30D | +10.3% | +4.8% | +5.5% | +9.0% |
| 3M | -6.2% | +0.3% | -6.5% | -6.6% |
| 6M | +4.2% | +40.4% | -36.1% | -4.9% |
| YTD | -18.4% | +24.7% | -43.1% | -23.5% |
| 1Y | -14.9% | +20.9% | -35.8% | -19.8% |
| 3Y | -4.6% | +34.5% | -39.1% | -16.5% |
| All | -27.5% | +23.7% | -51.2% | -35.8% |
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