-1.1%
META vs DBX
+19.2%
-20.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.2% |
| 7D | -0.8% | -4.4% | +3.6% | -0.3% |
| 30D | -15.4% | +4.8% | -20.2% | -15.9% |
| 3M | +3.5% | +0.3% | +3.2% | +3.2% |
| 6M | -0.3% | +40.4% | -40.7% | -2.4% |
| YTD | -7.3% | +24.7% | -32.0% | -8.5% |
| 1Y | -1.1% | +20.9% | -22.0% | -2.0% |
| All | -1.1% | +19.2% | -20.3% | -2.0% |
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