-28.8%
DPZ vs DBX
+7.0%
-35.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.1% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | +11.6% | +28.1% | -16.4% | +5.0% |
| 6M | -15.2% | +33.1% | -48.3% | -21.4% |
| YTD | -17.2% | +25.3% | -42.5% | -22.2% |
| 1Y | -24.8% | +18.3% | -43.2% | -28.6% |
| 3Y | -8.7% | +25.0% | -33.7% | -17.4% |
| All | -28.8% | +7.0% | -35.8% | -38.3% |
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 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