+58.9%
INFY vs DBX
+22.6%
+36.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | -5.4% | +2.1% | -7.5% | -5.9% |
| 30D | -9.9% | +5.7% | -15.6% | -11.1% |
| 3M | -4.6% | +31.8% | -36.4% | -10.7% |
| 6M | -18.5% | +37.5% | -55.9% | -24.7% |
| YTD | -36.5% | +27.9% | -64.4% | -40.4% |
| 1Y | -32.8% | +15.0% | -47.8% | -35.5% |
| 3Y | -32.2% | +27.2% | -59.4% | -38.0% |
| 5Y | -44.7% | +12.8% | -57.5% | -49.2% |
| All | +58.9% | +22.6% | +36.3% | +27.9% |
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