+50.6%
LYB vs DBX
+22.5%
+28.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.3% | -8.0% | -4.8% |
| 7D | -6.2% | -1.1% | -5.1% | -6.2% |
| 30D | +6.3% | +5.0% | +1.3% | +6.2% |
| 3M | +4.1% | +4.6% | -0.5% | +4.1% |
| 6M | -15.5% | +43.9% | -59.4% | -17.1% |
| YTD | +50.2% | +29.9% | +20.4% | +47.6% |
| 1Y | +50.6% | +24.6% | +26.0% | +47.3% |
| All | +50.6% | +22.5% | +28.1% | +47.3% |
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 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