+103.8%
FFIV vs DBX
+24.2%
+79.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +3.9% |
| 7D | -2.1% | -8.6% | +6.5% | +0.3% |
| 30D | -33.8% | -5.2% | -28.6% | -32.8% |
| 3M | -20.6% | -6.4% | -14.2% | -19.4% |
| 6M | -10.2% | +12.7% | -23.0% | -14.5% |
| YTD | +24.5% | +17.2% | +7.3% | +16.4% |
| 1Y | +29.3% | +5.5% | +23.8% | +24.8% |
| 3Y | +103.8% | +24.1% | +79.7% | +69.6% |
| All | +103.8% | +24.2% | +79.6% | +69.6% |
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