+4,241.1%
FIX vs DBX
+16.6%
+4,224.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.0% |
| 7D | +6.1% | -1.3% | +7.4% | +6.3% |
| 30D | -2.7% | -2.9% | +0.2% | -2.3% |
| 3M | -10.9% | +23.8% | -34.8% | -16.4% |
| 6M | +29.0% | +26.2% | +2.8% | +18.8% |
| YTD | +76.9% | +21.6% | +55.3% | +64.1% |
| 1Y | +130.7% | +11.4% | +119.3% | +118.3% |
| 3Y | +790.7% | +21.3% | +769.4% | +706.2% |
| 5Y | +2,185.6% | +6.7% | +2,178.9% | +1,982.6% |
| All | +4,241.1% | +16.6% | +4,224.5% | +3,269.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling