+101.2%
FDX vs DBX
+20.1%
+81.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.9% |
| 30D | +3.8% | -0.5% | +4.3% | +3.8% |
| 3M | -1.3% | +28.1% | -29.4% | -7.7% |
| 6M | +5.0% | +33.1% | -28.1% | -3.7% |
| YTD | +39.6% | +25.3% | +14.4% | +29.9% |
| 1Y | +81.1% | +18.3% | +62.8% | +70.4% |
| 3Y | +63.0% | +25.0% | +38.0% | +47.1% |
| 5Y | +65.6% | +7.5% | +58.1% | +51.5% |
| All | +101.2% | +20.1% | +81.1% | +58.7% |
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 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