+478.1%
FLEX vs DBX
+21.2%
+456.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.6% |
| 7D | +7.0% | -1.3% | +8.3% | +7.1% |
| 30D | -5.8% | -2.9% | -2.9% | -5.6% |
| 3M | -24.2% | +23.8% | -48.1% | -26.4% |
| 6M | +90.8% | +26.2% | +64.6% | +83.4% |
| YTD | +89.2% | +21.6% | +67.6% | +83.5% |
| 1Y | +104.7% | +11.4% | +93.3% | +103.1% |
| 3Y | +478.1% | +21.3% | +456.8% | +423.4% |
| All | +478.1% | +21.2% | +456.9% | +423.4% |
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 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