+64.4%
FDX vs DBX
+7.2%
+57.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.9% |
| 7D | -3.3% | -1.3% | -2.0% | -3.0% |
| 30D | -1.4% | -2.9% | +1.5% | -0.8% |
| 3M | -4.5% | +23.8% | -28.4% | -9.6% |
| 6M | +9.4% | +26.2% | -16.8% | +2.2% |
| YTD | +36.0% | +21.6% | +14.4% | +28.2% |
| 1Y | +75.5% | +11.4% | +64.1% | +69.0% |
| 3Y | +62.8% | +21.3% | +41.5% | +47.3% |
| 5Y | +64.4% | +6.7% | +57.7% | +42.6% |
| All | +64.4% | +7.2% | +57.2% | +42.6% |
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 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