-17.2%
F vs DBX
+24.0%
-41.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.2% |
| 30D | 0.0% | -5.9% | +5.9% | +1.6% |
| 3M | -13.2% | -6.7% | -6.5% | -11.9% |
| 6M | -10.2% | +28.0% | -38.2% | -18.3% |
| YTD | -4.9% | +20.6% | -25.5% | -12.5% |
| 1Y | -6.1% | +10.3% | -16.4% | -10.7% |
| 3Y | +46.0% | +24.0% | +21.9% | +23.1% |
| All | -17.2% | +24.0% | -41.2% | -37.0% |
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