+119.6%
FFIV vs DBX
+11.7%
+107.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -4.2% | -7.3% | +3.1% | -2.1% |
| 30D | -33.9% | -5.7% | -28.2% | -32.7% |
| 3M | -22.6% | -6.3% | -16.3% | -21.5% |
| 6M | -10.4% | +12.1% | -22.5% | -14.5% |
| YTD | +24.3% | +16.5% | +7.8% | +16.5% |
| 1Y | +31.8% | +6.1% | +25.7% | +27.0% |
| 3Y | +99.5% | +21.8% | +77.7% | +79.2% |
| 5Y | +40.7% | +19.1% | +21.6% | +24.6% |
| All | +119.6% | +11.7% | +107.9% | +79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling