+4,140.6%
FIX vs DBX
+20.1%
+4,120.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +6.0% | -2.4% | +8.5% | +6.6% |
| 30D | -7.2% | -0.5% | -6.8% | -7.4% |
| 3M | -15.9% | +28.1% | -43.9% | -21.6% |
| 6M | +12.7% | +33.1% | -20.3% | +2.5% |
| YTD | +72.8% | +25.3% | +47.5% | +59.3% |
| 1Y | +122.9% | +18.3% | +104.5% | +107.6% |
| 3Y | +774.3% | +25.0% | +749.3% | +686.2% |
| 5Y | +2,049.5% | +7.5% | +2,041.9% | +1,857.2% |
| All | +4,140.6% | +20.1% | +4,120.5% | +3,170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling