-21.3%
IT vs DBX
+20.4%
-41.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -2.8% |
| 7D | -6.0% | -2.4% | -3.6% | -4.2% |
| 30D | 0.0% | -0.5% | +0.5% | +0.2% |
| 3M | +13.1% | +28.1% | -15.0% | -3.2% |
| 6M | +11.7% | +33.1% | -21.4% | -6.7% |
| YTD | -26.1% | +25.3% | -51.4% | -36.5% |
| 1Y | -21.3% | +18.3% | -39.6% | -30.3% |
| All | -21.3% | +20.4% | -41.7% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling