+65.5%
FDX vs DBX
+33.4%
+32.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.4% |
| 7D | -1.6% | -4.4% | +2.7% | -1.1% |
| 30D | +6.6% | +4.8% | +1.8% | +6.0% |
| 3M | -2.1% | +0.3% | -2.4% | -2.2% |
| 6M | +2.2% | +40.4% | -38.2% | -2.5% |
| YTD | +33.9% | +24.7% | +9.3% | +30.3% |
| 1Y | +50.2% | +20.9% | +29.3% | +46.7% |
| 3Y | +65.5% | +34.5% | +31.0% | +49.6% |
| All | +65.5% | +33.4% | +32.1% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling