+314.9%
JPM vs DBX
+20.9%
+294.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.6% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -2.3% | +2.8% | -5.2% | -3.0% |
| 3M | +14.9% | +26.8% | -11.9% | +8.8% |
| 6M | +23.6% | +32.8% | -9.1% | +15.0% |
| YTD | +11.3% | +26.1% | -14.8% | +4.6% |
| 1Y | +19.9% | +14.1% | +5.8% | +14.9% |
| 3Y | +162.6% | +25.7% | +136.9% | +140.6% |
| 5Y | +154.6% | +11.2% | +143.5% | +134.0% |
| All | +314.9% | +20.9% | +294.1% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling