+13.3%
FOXA vs DBX
+15.5%
-2.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.6% |
| 30D | +5.0% | +5.7% | -0.7% | +4.5% |
| 3M | -3.0% | +31.8% | -34.8% | -5.0% |
| 6M | +14.8% | +37.5% | -22.7% | +11.8% |
| YTD | -8.9% | +27.9% | -36.8% | -11.7% |
| 1Y | +13.3% | +15.0% | -1.7% | +7.7% |
| All | +13.3% | +15.5% | -2.2% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling