+142.1%
GOOG vs DBX
+25.2%
+117.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -3.6% | +2.8% | -6.5% | -4.4% |
| 3M | -6.4% | +26.8% | -33.2% | -11.8% |
| 6M | +7.8% | +32.8% | -25.0% | -0.1% |
| YTD | +5.5% | +26.1% | -20.6% | -0.9% |
| 1Y | +38.3% | +14.1% | +24.1% | +33.1% |
| All | +142.1% | +25.2% | +117.0% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling