+62.8%
META vs DBX
+7.0%
+55.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.1% |
| 7D | +6.7% | -2.4% | +9.1% | +7.8% |
| 30D | +4.8% | -0.5% | +5.2% | +4.7% |
| 3M | -1.6% | +28.1% | -29.7% | -12.6% |
| 6M | -7.5% | +33.1% | -40.6% | -21.0% |
| YTD | -6.4% | +25.3% | -31.7% | -17.8% |
| 1Y | -17.3% | +18.3% | -35.7% | -25.9% |
| 3Y | +109.9% | +25.0% | +84.9% | +69.5% |
| All | +62.8% | +7.0% | +55.8% | +25.8% |
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