-58.5%
FIG vs DBX
+15.5%
-74.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +3.4% |
| 7D | -3.8% | +2.1% | -5.9% | -5.6% |
| 30D | -2.3% | +5.7% | -8.1% | -6.9% |
| 3M | +20.0% | +31.8% | -11.8% | -3.8% |
| 6M | -16.7% | +37.5% | -54.1% | -36.2% |
| YTD | -37.9% | +27.9% | -65.8% | -51.2% |
| 1Y | -58.5% | +15.0% | -73.6% | -65.7% |
| All | -58.5% | +15.5% | -74.1% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling