-4.9%
LYB vs DBX
+11.7%
-16.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +0.3% | +2.1% | -1.8% | -0.2% |
| 30D | +2.5% | +5.7% | -3.3% | +1.1% |
| 3M | +1.4% | +31.8% | -30.4% | -4.7% |
| 6M | -3.5% | +37.5% | -40.9% | -10.8% |
| YTD | +52.0% | +27.9% | +24.1% | +42.8% |
| 1Y | +22.1% | +15.0% | +7.0% | +17.2% |
| 3Y | -22.8% | +27.2% | -49.9% | -29.8% |
| All | -4.9% | +11.7% | -16.7% | -18.3% |
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