+90.3%
FOXA vs DBX
+48.0%
+42.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +2.3% | -2.9% | +5.2% | +2.8% |
| 3M | -2.8% | +23.8% | -26.7% | -7.0% |
| 6M | +9.6% | +26.2% | -16.6% | +3.9% |
| YTD | -9.9% | +21.6% | -31.5% | -14.0% |
| 1Y | +5.4% | +11.4% | -6.1% | +1.9% |
| 3Y | +115.3% | +21.3% | +94.0% | +100.4% |
| 5Y | +93.1% | +6.7% | +86.4% | +78.6% |
| All | +90.3% | +48.0% | +42.3% | +59.8% |
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 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