+565.7%
GOOGL vs DBX
+20.1%
+545.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -2.3% | -2.4% | +0.2% | -1.5% |
| 30D | -6.6% | -0.5% | -6.1% | -6.6% |
| 3M | -8.9% | +28.1% | -37.0% | -16.3% |
| 6M | +11.9% | +33.1% | -21.2% | +0.6% |
| YTD | +8.3% | +25.3% | -16.9% | -0.8% |
| 1Y | +46.2% | +18.3% | +27.9% | +35.6% |
| 3Y | +151.9% | +25.0% | +126.8% | +122.5% |
| 5Y | +137.7% | +7.5% | +130.2% | +113.6% |
| All | +565.7% | +20.1% | +545.6% | +417.0% |
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 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