+304.4%
FLEX vs DBX
+24.2%
+280.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -6.0% | +18.0% | +12.0% |
| 7D | -7.2% | -8.6% | +1.4% | -7.1% |
| 30D | -34.8% | -5.2% | -29.6% | -34.9% |
| 3M | -35.6% | -6.4% | -29.2% | -35.7% |
| 6M | -45.0% | +12.7% | -57.8% | -46.2% |
| YTD | +29.4% | +17.2% | +12.2% | +25.5% |
| 1Y | +24.8% | +5.5% | +19.3% | +24.9% |
| 3Y | +304.4% | +24.1% | +280.3% | +255.4% |
| All | +304.4% | +24.2% | +280.2% | +255.4% |
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