+136.0%
GOOG vs DBX
+11.7%
+124.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.0% |
| 7D | 0.0% | +2.1% | -2.1% | -0.8% |
| 30D | -2.0% | +5.7% | -7.7% | -4.2% |
| 3M | -5.9% | +31.8% | -37.7% | -15.7% |
| 6M | +8.9% | +37.5% | -28.6% | -5.3% |
| YTD | +7.1% | +27.9% | -20.8% | -4.2% |
| 1Y | +39.7% | +15.0% | +24.6% | +29.7% |
| 3Y | +145.8% | +27.2% | +118.7% | +106.1% |
| All | +136.0% | +11.7% | +124.3% | +87.2% |
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