+54.8%
LUNR vs DBX
+31.7%
+23.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.3% | -7.0% | -5.2% |
| 7D | +0.5% | +0.3% | +0.3% | +0.4% |
| 30D | -5.3% | 0.0% | -5.3% | -5.7% |
| 3M | -45.6% | +26.1% | -71.7% | -49.0% |
| 6M | -17.4% | +29.4% | -46.7% | -23.9% |
| YTD | -7.9% | +24.4% | -32.4% | -14.6% |
| 1Y | +77.6% | +10.9% | +66.8% | +69.2% |
| 3Y | +247.4% | +24.1% | +223.4% | +218.0% |
| All | +54.8% | +31.7% | +23.1% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling