+46.8%
IR vs DBX
+15.8%
+31.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.0% | +10.7% | +6.1% |
| 7D | +5.0% | -8.6% | +13.6% | +7.1% |
| 30D | +10.3% | -5.2% | +15.5% | +11.3% |
| 3M | -0.1% | -6.4% | +6.3% | +0.7% |
| 6M | +14.8% | +12.7% | +2.0% | +9.6% |
| YTD | +9.7% | +17.2% | -7.4% | +3.0% |
| 1Y | +12.2% | +5.5% | +6.7% | +8.9% |
| 3Y | +30.0% | +24.1% | +5.9% | +12.2% |
| 5Y | +46.8% | +14.2% | +32.6% | +28.3% |
| All | +46.8% | +15.8% | +31.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling