+58.4%
IT vs DBX
+20.1%
+38.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.8% |
| 7D | -6.0% | -2.4% | -3.6% | -5.2% |
| 30D | 0.0% | -0.5% | +0.5% | +0.2% |
| 3M | +13.1% | +28.1% | -15.0% | +4.7% |
| 6M | +11.7% | +33.1% | -21.4% | +1.8% |
| YTD | -26.1% | +25.3% | -51.4% | -31.2% |
| 1Y | -21.3% | +18.3% | -39.6% | -25.5% |
| 3Y | -46.7% | +25.0% | -71.8% | -51.6% |
| 5Y | -40.5% | +7.5% | -48.0% | -45.4% |
| All | +58.4% | +20.1% | +38.3% | +27.2% |
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 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