+114.2%
F vs DBX
+20.1%
+94.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +5.3% | -2.4% | +7.8% | +5.9% |
| 30D | +4.6% | -0.5% | +5.1% | +4.5% |
| 3M | -3.7% | +28.1% | -31.7% | -9.9% |
| 6M | +16.8% | +33.1% | -16.3% | +7.2% |
| YTD | +15.3% | +25.3% | -10.0% | +7.3% |
| 1Y | +31.0% | +18.3% | +12.7% | +23.3% |
| 3Y | +45.4% | +25.0% | +20.4% | +31.0% |
| 5Y | +54.7% | +7.5% | +47.1% | +39.9% |
| All | +114.2% | +20.1% | +94.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling