+172.3%
IR vs DBX
+20.1%
+152.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.9% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -15.1% | -0.5% | -14.6% | -15.2% |
| 3M | +6.1% | +28.1% | -22.0% | -0.7% |
| 6M | -16.8% | +33.1% | -49.9% | -23.8% |
| YTD | -3.5% | +25.3% | -28.8% | -10.3% |
| 1Y | -3.5% | +18.3% | -21.8% | -9.4% |
| 3Y | +9.5% | +25.0% | -15.5% | -1.3% |
| 5Y | +45.1% | +7.5% | +37.5% | +32.2% |
| All | +172.3% | +20.1% | +152.2% | +113.5% |
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 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