+170.2%
FFIV vs DBX
+20.1%
+150.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -1.0% | -2.4% | +1.5% | -0.3% |
| 30D | -5.1% | -0.5% | -4.6% | -5.1% |
| 3M | -4.5% | +28.1% | -32.5% | -11.9% |
| 6M | +36.5% | +33.1% | +3.4% | +23.4% |
| YTD | +53.0% | +25.3% | +27.7% | +40.8% |
| 1Y | +24.2% | +18.3% | +5.9% | +15.8% |
| 3Y | +137.2% | +25.0% | +112.2% | +111.9% |
| 5Y | +91.8% | +7.5% | +84.2% | +73.4% |
| All | +170.2% | +20.1% | +150.1% | +116.6% |
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 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