+92.9%
FDX vs DBX
+19.3%
+73.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -4.9% | 0.0% | -4.9% | -5.0% |
| 3M | -6.5% | +26.1% | -32.6% | -12.2% |
| 6M | +6.7% | +29.4% | -22.7% | -1.4% |
| YTD | +33.9% | +24.4% | +9.4% | +24.8% |
| 1Y | +72.2% | +10.9% | +61.3% | +64.9% |
| 3Y | +60.2% | +24.1% | +36.2% | +44.9% |
| 5Y | +62.9% | +7.8% | +55.2% | +49.0% |
| All | +92.9% | +19.3% | +73.6% | +52.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling