+43.3%
IR vs DBX
+7.2%
+36.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | -13.6% | -2.9% | -10.7% | -13.1% |
| 3M | +3.7% | +23.8% | -20.2% | -2.4% |
| 6M | -13.1% | +26.2% | -39.3% | -19.4% |
| YTD | -5.1% | +21.6% | -26.7% | -11.2% |
| 1Y | -6.5% | +11.4% | -17.9% | -10.4% |
| 3Y | +8.5% | +21.3% | -12.8% | -3.6% |
| 5Y | +43.3% | +6.7% | +36.6% | +23.2% |
| All | +43.3% | +7.2% | +36.1% | +23.2% |
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