-26.3%
LOW vs DBX
+13.9%
-40.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -2.6% | -1.8% | -0.8% | -2.6% |
| 30D | -11.1% | +2.8% | -14.0% | -11.2% |
| 3M | -8.5% | +26.8% | -35.3% | -8.1% |
| 6M | -20.8% | +32.8% | -53.6% | -19.5% |
| YTD | -17.2% | +26.1% | -43.3% | -15.9% |
| All | -26.3% | +13.9% | -40.2% | -25.0% |
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 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