-38.6%
DXCM vs DBX
+7.2%
-45.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.8% |
| 7D | -6.2% | -1.3% | -4.9% | -5.8% |
| 30D | -0.3% | -2.9% | +2.6% | +0.6% |
| 3M | +10.3% | +23.8% | -13.5% | +1.5% |
| 6M | +24.1% | +26.2% | -2.1% | +12.3% |
| YTD | +27.4% | +21.6% | +5.7% | +16.7% |
| 1Y | +8.4% | +11.4% | -3.1% | +2.1% |
| 3Y | -19.0% | +21.3% | -40.3% | -31.0% |
| 5Y | -38.6% | +6.7% | -45.2% | -49.6% |
| All | -38.6% | +7.2% | -45.8% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling