+138.9%
FITB vs DBX
+26.5%
+112.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +0.8% | -6.3% | +7.1% | +1.7% |
| 30D | +7.3% | -5.9% | +13.2% | +8.1% |
| 3M | -6.3% | -0.4% | -6.0% | -6.5% |
| 6M | +12.6% | +29.8% | -17.3% | +7.4% |
| YTD | +18.0% | +20.5% | -2.6% | +13.8% |
| 1Y | +28.9% | +8.7% | +20.2% | +27.1% |
| All | +138.9% | +26.5% | +112.4% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling