-2.3%
FERG vs DBX
+20.4%
-22.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.1% |
| 7D | 0.0% | -2.4% | +2.4% | -0.2% |
| 30D | -10.2% | -0.5% | -9.7% | -10.2% |
| 3M | -0.6% | +28.1% | -28.6% | +2.6% |
| 6M | -6.5% | +33.1% | -39.6% | -2.0% |
| YTD | +4.2% | +25.3% | -21.1% | +9.6% |
| 1Y | -2.3% | +18.3% | -20.6% | +3.5% |
| All | -2.3% | +20.4% | -22.7% | +3.5% |
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