+116.1%
DVN vs DBX
+19.3%
+96.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +8.0% | 0.0% | +8.0% | +7.6% |
| 3M | +11.9% | +26.1% | -14.2% | +2.7% |
| 6M | +10.6% | +29.4% | -18.7% | -0.4% |
| YTD | +35.4% | +24.4% | +10.9% | +23.2% |
| 1Y | +46.5% | +10.9% | +35.6% | +38.1% |
| 3Y | +3.0% | +24.1% | -21.1% | -10.3% |
| 5Y | +120.5% | +7.8% | +112.8% | +96.3% |
| All | +116.1% | +19.3% | +96.9% | +49.0% |
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