+34.3%
FANG vs DBX
+22.5%
+11.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -4.8% |
| 7D | -11.3% | -1.1% | -10.2% | -11.3% |
| 30D | -0.7% | +5.0% | -5.7% | -0.6% |
| 3M | -4.2% | +4.6% | -8.8% | -3.9% |
| 6M | -13.5% | +43.9% | -57.4% | -13.2% |
| YTD | +23.7% | +29.9% | -6.1% | +24.5% |
| 1Y | +34.3% | +24.6% | +9.7% | +35.7% |
| All | +34.3% | +22.5% | +11.8% | +35.7% |
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