-25.5%
IT vs DBX
+15.5%
-41.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +4.2% |
| 7D | -3.7% | +2.1% | -5.8% | -5.0% |
| 30D | +0.1% | +5.7% | -5.7% | -4.0% |
| 3M | +20.7% | +31.8% | -11.1% | +1.5% |
| 6M | +12.0% | +37.5% | -25.5% | -8.3% |
| YTD | -28.8% | +27.9% | -56.7% | -39.7% |
| 1Y | -25.5% | +15.0% | -40.6% | -33.5% |
| All | -25.5% | +15.5% | -41.0% | -33.5% |
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 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