-16.2%
DXCM vs DBX
+26.9%
-43.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.6% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | +6.3% | -0.5% | +6.8% | +6.3% |
| 3M | +21.1% | +28.1% | -7.0% | +15.8% |
| 6M | +20.6% | +33.1% | -12.5% | +14.4% |
| YTD | +32.4% | +25.3% | +7.2% | +26.9% |
| 1Y | +8.8% | +18.3% | -9.5% | +5.1% |
| All | -16.2% | +26.9% | -43.1% | -19.3% |
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