-3.5%
F vs DBX
+3.8%
-7.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.9% |
| 7D | -0.2% | -7.3% | +7.1% | -0.2% |
| 30D | +0.9% | -5.7% | +6.6% | +0.9% |
| 3M | -11.3% | -6.3% | -5.0% | -11.3% |
| 6M | +2.0% | +12.1% | -10.1% | +3.1% |
| YTD | -3.2% | +16.5% | -19.7% | -0.6% |
| 1Y | -3.5% | +6.1% | -9.5% | +1.7% |
| All | -3.5% | +3.8% | -7.3% | +1.7% |
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