-5.4%
JD vs DBX
+20.4%
-25.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | -1.7% | -2.4% | +0.8% | -1.6% |
| 30D | -13.2% | -0.5% | -12.7% | -13.0% |
| 3M | -3.2% | +28.1% | -31.2% | -5.0% |
| 6M | +15.2% | +33.1% | -17.9% | +13.5% |
| YTD | +2.0% | +25.3% | -23.3% | +2.0% |
| 1Y | -5.4% | +18.3% | -23.7% | -3.8% |
| All | -5.4% | +20.4% | -25.8% | -3.8% |
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