+67.4%
DPZ vs DBX
+23.3%
+44.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +9.5% | -1.5% | +11.0% | +9.8% |
| 30D | +12.8% | +6.0% | +6.8% | +11.4% |
| 3M | -6.2% | +2.2% | -8.4% | -6.9% |
| 6M | +4.3% | +40.7% | -36.5% | -3.4% |
| YTD | -16.6% | +28.6% | -45.2% | -21.5% |
| 1Y | -12.8% | +22.8% | -35.6% | -17.3% |
| 3Y | -0.8% | +37.5% | -38.4% | -10.2% |
| 5Y | -25.8% | +28.6% | -54.4% | -33.2% |
| All | +67.4% | +23.3% | +44.1% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling