+565.8%
GOOGL vs DBX
+22.6%
+543.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | 0.0% | +2.1% | -2.1% | -0.7% |
| 30D | -1.4% | +5.7% | -7.1% | -3.4% |
| 3M | -5.3% | +31.8% | -37.1% | -13.7% |
| 6M | +9.8% | +37.5% | -27.7% | -2.3% |
| YTD | +8.4% | +27.9% | -19.6% | -1.4% |
| 1Y | +41.2% | +15.0% | +26.1% | +32.3% |
| 3Y | +149.6% | +27.2% | +122.4% | +119.2% |
| 5Y | +142.6% | +12.8% | +129.8% | +114.9% |
| All | +565.8% | +22.6% | +543.1% | +413.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling