+38.2%
DXCM vs DBX
+8.4%
+29.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.2% |
| 7D | -9.2% | -8.1% | -1.1% | -8.0% |
| 30D | -6.5% | -4.9% | -1.6% | -5.7% |
| 3M | -10.3% | -2.7% | -7.6% | -9.9% |
| 6M | +35.4% | +25.2% | +10.2% | +31.8% |
| YTD | +21.1% | +19.3% | +1.8% | +19.0% |
| 1Y | +38.2% | +6.6% | +31.6% | +37.4% |
| All | +38.2% | +8.4% | +29.8% | +37.4% |
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