-80.9%
FIG vs DBX
+25.3%
-106.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -5.4% |
| 7D | -14.5% | +0.3% | -14.7% | -14.8% |
| 30D | -13.3% | 0.0% | -13.3% | -13.0% |
| 3M | +7.4% | +26.1% | -18.7% | -10.2% |
| 6M | -27.8% | +29.4% | -57.1% | -41.8% |
| YTD | -41.1% | +24.4% | -65.5% | -52.1% |
| 1Y | -58.7% | +10.9% | -69.6% | -65.6% |
| All | -80.9% | +25.3% | -106.3% | -86.1% |
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