+562.8%
GOOG vs DBX
+16.6%
+546.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -5.1% | -2.9% | -2.2% | -4.3% |
| 3M | -7.1% | +23.8% | -30.9% | -13.6% |
| 6M | +12.7% | +26.2% | -13.6% | +3.0% |
| YTD | +7.1% | +21.6% | -14.5% | -1.0% |
| 1Y | +43.6% | +11.4% | +32.2% | +35.8% |
| 3Y | +146.8% | +21.3% | +125.5% | +120.0% |
| 5Y | +133.7% | +6.7% | +127.0% | +110.7% |
| All | +562.8% | +16.6% | +546.2% | +418.2% |
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 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