+3.6%
GOOG vs DBX
+22.5%
-18.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +2.9% |
| 7D | -10.7% | -1.1% | -9.6% | -10.7% |
| 30D | -16.4% | +5.0% | -21.5% | -16.9% |
| 3M | -23.4% | +4.6% | -28.0% | -23.9% |
| 6M | -24.2% | +43.9% | -68.2% | -26.2% |
| YTD | -8.3% | +29.9% | -38.1% | -11.4% |
| 1Y | +3.6% | +24.6% | -21.0% | +0.1% |
| All | +3.6% | +22.5% | -18.9% | +0.1% |
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 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