+93.1%
FOXA vs DBX
+11.7%
+81.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.8% | +2.1% | -1.3% | +0.3% |
| 30D | +5.0% | +5.7% | -0.7% | +3.7% |
| 3M | -3.0% | +31.8% | -34.8% | -8.8% |
| 6M | +14.8% | +37.5% | -22.7% | +6.2% |
| YTD | -8.9% | +27.9% | -36.8% | -14.4% |
| 1Y | +13.3% | +15.0% | -1.7% | +8.7% |
| 3Y | +115.4% | +27.2% | +88.2% | +95.3% |
| All | +93.1% | +11.7% | +81.4% | +64.7% |
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 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