+68.4%
FITB vs DBX
+8.9%
+59.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.2% |
| 7D | -0.4% | +0.3% | -0.6% | -0.5% |
| 30D | -5.1% | 0.0% | -5.1% | -5.3% |
| 3M | +3.5% | +26.1% | -22.6% | -3.3% |
| 6M | +17.2% | +29.4% | -12.1% | +7.6% |
| YTD | +17.6% | +24.4% | -6.8% | +9.2% |
| 1Y | +23.4% | +10.9% | +12.5% | +18.2% |
| 3Y | +129.7% | +24.1% | +105.7% | +102.7% |
| 5Y | +68.4% | +7.8% | +60.7% | +40.8% |
| All | +68.4% | +8.9% | +59.5% | +40.8% |
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