+448.7%
FIX vs DBX
+33.4%
+415.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +5.5% |
| 7D | -17.5% | -4.4% | -13.1% | -17.4% |
| 30D | -41.6% | +4.8% | -46.3% | -41.8% |
| 3M | -40.6% | +0.3% | -40.9% | -40.8% |
| 6M | -49.4% | +40.4% | -89.8% | -52.6% |
| YTD | +9.2% | +24.7% | -15.5% | +5.3% |
| 1Y | +6.5% | +20.9% | -14.4% | +3.2% |
| 3Y | +448.7% | +34.5% | +414.2% | +341.7% |
| All | +448.7% | +33.4% | +415.3% | +341.7% |
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 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