+772.3%
FLEX vs DBX
+20.1%
+752.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -10.1% | -0.5% | -9.7% | -10.3% |
| 3M | -31.3% | +28.1% | -59.4% | -37.2% |
| 6M | +71.3% | +33.1% | +38.2% | +52.0% |
| YTD | +81.2% | +25.3% | +56.0% | +63.8% |
| 1Y | +98.5% | +18.3% | +80.1% | +81.6% |
| 3Y | +428.2% | +25.0% | +403.2% | +360.8% |
| 5Y | +657.3% | +7.5% | +649.7% | +574.7% |
| All | +772.3% | +20.1% | +752.2% | +546.1% |
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