+53.9%
F vs DBX
+7.0%
+47.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +5.3% | -2.4% | +7.8% | +6.1% |
| 30D | +4.6% | -0.5% | +5.1% | +4.5% |
| 3M | -3.7% | +28.1% | -31.7% | -11.4% |
| 6M | +16.8% | +33.1% | -16.3% | +4.7% |
| YTD | +15.3% | +25.3% | -10.0% | +5.4% |
| 1Y | +31.0% | +18.3% | +12.7% | +21.6% |
| 3Y | +45.4% | +25.0% | +20.4% | +24.3% |
| All | +53.9% | +7.0% | +47.0% | +24.9% |
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