+30.0%
IR vs DBX
+24.2%
+5.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.0% | +10.7% | +5.2% |
| 7D | +5.0% | -8.6% | +13.6% | +5.8% |
| 30D | +10.3% | -5.2% | +15.5% | +10.6% |
| 3M | -0.1% | -6.4% | +6.3% | +0.2% |
| 6M | +14.8% | +12.7% | +2.0% | +12.5% |
| YTD | +9.7% | +17.2% | -7.4% | +7.3% |
| 1Y | +12.2% | +5.5% | +6.7% | +12.3% |
| 3Y | +30.0% | +24.1% | +5.9% | +18.5% |
| All | +30.0% | +24.2% | +5.8% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling