+65.8%
MAR vs DBX
+25.2%
+40.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.7% |
| 30D | -5.7% | +2.8% | -8.5% | -6.3% |
| 3M | -14.6% | +26.8% | -41.4% | -19.0% |
| 6M | +1.3% | +32.8% | -31.4% | -5.3% |
| YTD | +6.7% | +26.1% | -19.4% | +0.9% |
| 1Y | +26.4% | +14.1% | +12.3% | +22.5% |
| All | +65.8% | +25.2% | +40.6% | +48.9% |
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