+663.2%
FLEX vs DBX
+7.0%
+656.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | -0.9% | -2.4% | +1.5% | -0.3% |
| 30D | -10.1% | -0.5% | -9.7% | -10.2% |
| 3M | -31.3% | +28.1% | -59.4% | -36.9% |
| 6M | +71.3% | +33.1% | +38.2% | +52.7% |
| YTD | +81.2% | +25.3% | +56.0% | +65.0% |
| 1Y | +98.5% | +18.3% | +80.1% | +83.3% |
| 3Y | +428.2% | +25.0% | +403.2% | +354.5% |
| All | +663.2% | +7.0% | +656.3% | +514.8% |
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 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