+154.6%
JPM vs DBX
+8.4%
+146.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.1% |
| 6M | +23.6% | +32.8% | -9.1% | +15.5% |
| YTD | +11.3% | +26.1% | -14.8% | +5.1% |
| 1Y | +19.9% | +14.1% | +5.8% | +15.5% |
| 3Y | +162.6% | +25.7% | +136.9% | +139.7% |
| 5Y | +154.6% | +11.2% | +143.5% | +125.3% |
| All | +154.6% | +8.4% | +146.2% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling