-4.2%
JD vs DBX
+26.9%
-31.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.0% |
| 7D | -1.7% | -2.4% | +0.8% | -1.5% |
| 30D | -13.2% | -0.5% | -12.7% | -13.1% |
| 3M | -3.2% | +28.1% | -31.2% | -5.1% |
| 6M | +15.2% | +33.1% | -17.9% | +12.5% |
| YTD | +2.0% | +25.3% | -23.3% | +0.1% |
| 1Y | -5.4% | +18.3% | -23.7% | -6.6% |
| All | -4.2% | +26.9% | -31.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling