+216.8%
LUNR vs DBX
+27.0%
+189.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.4% |
| 7D | -3.1% | +2.1% | -5.2% | -4.0% |
| 30D | -15.3% | +5.7% | -21.1% | -17.6% |
| 3M | -53.2% | +31.8% | -85.0% | -58.9% |
| 6M | -22.2% | +37.5% | -59.7% | -34.5% |
| YTD | -11.6% | +27.9% | -39.5% | -23.2% |
| 1Y | +68.4% | +15.0% | +53.4% | +53.5% |
| 3Y | +216.8% | +27.2% | +189.6% | +144.4% |
| All | +216.8% | +27.0% | +189.8% | +144.4% |
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