+506.1%
FLEX vs DBX
+11.7%
+494.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -13.6% | -7.3% | -6.3% | -12.2% |
| 30D | -36.5% | -5.7% | -30.8% | -35.9% |
| 3M | -36.4% | -6.3% | -30.1% | -36.3% |
| 6M | -46.5% | +12.1% | -58.6% | -50.1% |
| YTD | +25.9% | +16.5% | +9.4% | +14.6% |
| 1Y | +19.6% | +6.1% | +13.5% | +12.1% |
| 3Y | +287.0% | +21.8% | +265.3% | +234.3% |
| 5Y | +466.6% | +19.1% | +447.5% | +383.5% |
| All | +506.1% | +11.7% | +494.3% | +352.2% |
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