-5.7%
DT vs DBX
+22.5%
-28.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -2.2% |
| 7D | -25.5% | -1.1% | -24.4% | -25.0% |
| 30D | -22.3% | +5.0% | -27.3% | -24.1% |
| 3M | +2.3% | +4.6% | -2.3% | -0.1% |
| 6M | +20.7% | +43.9% | -23.2% | -0.2% |
| YTD | +7.9% | +29.9% | -21.9% | -9.3% |
| 1Y | -5.7% | +24.6% | -30.4% | -20.6% |
| All | -5.7% | +22.5% | -28.3% | -20.6% |
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 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