+99.1%
FFIV vs DBX
+8.9%
+90.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.5% | +3.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.3% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +2.4% | +26.1% | -23.7% | -6.9% |
| 6M | +41.8% | +29.4% | +12.5% | +26.4% |
| YTD | +58.5% | +24.4% | +34.1% | +43.3% |
| 1Y | +24.3% | +10.9% | +13.5% | +17.1% |
| 3Y | +152.0% | +24.1% | +128.0% | +115.7% |
| 5Y | +99.1% | +7.8% | +91.4% | +65.1% |
| All | +99.1% | +8.9% | +90.2% | +65.1% |
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