-83.2%
FIG vs DBX
+21.5%
-104.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +3.4% | -3.3% | +6.7% | +6.0% |
| 30D | -9.5% | -5.9% | -3.6% | -4.4% |
| 3M | -26.2% | -6.7% | -19.5% | -21.8% |
| 6M | +2.7% | +28.0% | -25.3% | -14.2% |
| YTD | -48.0% | +20.6% | -68.6% | -56.7% |
| 1Y | -52.0% | +10.3% | -62.3% | -58.6% |
| All | -83.2% | +21.5% | -104.6% | -87.4% |
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