-17.3%
META vs DBX
+20.4%
-37.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | +6.7% | -2.4% | +9.1% | +7.0% |
| 30D | +4.8% | -0.5% | +5.2% | +4.7% |
| 3M | -1.6% | +28.1% | -29.7% | -3.8% |
| 6M | -7.5% | +33.1% | -40.6% | -9.7% |
| YTD | -6.4% | +25.3% | -31.7% | -7.8% |
| 1Y | -17.3% | +18.3% | -35.7% | -17.7% |
| All | -17.3% | +20.4% | -37.8% | -17.7% |
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