+1,027.6%
FIX vs DBX
+24.0%
+1,003.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +9.4% | -3.3% | +12.7% | +9.8% |
| 30D | -27.8% | -5.9% | -21.9% | -27.4% |
| 3M | -35.6% | -6.7% | -28.9% | -35.4% |
| 6M | -45.2% | +28.0% | -73.2% | -49.5% |
| YTD | +19.5% | +20.6% | -1.1% | +10.8% |
| 1Y | +24.2% | +10.3% | +13.9% | +18.6% |
| 3Y | +494.2% | +24.0% | +470.1% | +422.8% |
| All | +1,027.6% | +24.0% | +1,003.6% | +856.2% |
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 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