+25.0%
FLEX vs DBX
+22.5%
+2.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.6% | -10.8% |
| 7D | -17.0% | -1.1% | -15.9% | -17.1% |
| 30D | -33.8% | +5.0% | -38.9% | -32.0% |
| 3M | -39.0% | +4.6% | -43.6% | -36.9% |
| 6M | -15.9% | +43.9% | -59.8% | -0.1% |
| YTD | +27.8% | +29.9% | -2.0% | +47.5% |
| 1Y | +25.0% | +24.6% | +0.4% | +42.4% |
| All | +25.0% | +22.5% | +2.4% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling