+162.3%
JPM vs DBX
+23.5%
+138.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.4% | 0.0% | -1.4% | -1.5% |
| 3M | +13.9% | +26.1% | -12.2% | +10.2% |
| 6M | +23.5% | +29.4% | -5.8% | +18.7% |
| YTD | +11.6% | +24.4% | -12.8% | +8.0% |
| 1Y | +21.4% | +10.9% | +10.5% | +19.7% |
| All | +162.3% | +23.5% | +138.8% | +143.1% |
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