+47.6%
F vs DBX
+26.9%
+20.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.8% |
| 7D | +5.3% | -2.4% | +7.8% | +5.7% |
| 30D | +4.6% | -0.5% | +5.1% | +4.6% |
| 3M | -3.7% | +28.1% | -31.7% | -7.1% |
| 6M | +16.8% | +33.1% | -16.3% | +11.6% |
| YTD | +15.3% | +25.3% | -10.0% | +11.4% |
| 1Y | +31.0% | +18.3% | +12.7% | +27.6% |
| All | +47.6% | +26.9% | +20.7% | +33.7% |
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 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