+9.5%
DVN vs DBX
+27.0%
-17.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | +4.5% | +2.1% | +2.4% | +4.2% |
| 30D | +12.0% | +5.7% | +6.2% | +10.8% |
| 3M | +13.4% | +31.8% | -18.4% | +7.6% |
| 6M | +12.1% | +37.5% | -25.4% | +5.1% |
| YTD | +38.8% | +27.9% | +10.9% | +32.0% |
| 1Y | +46.0% | +15.0% | +31.0% | +42.0% |
| 3Y | +9.5% | +27.2% | -17.7% | -2.5% |
| All | +9.5% | +27.0% | -17.5% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling