-33.5%
MOD vs DBX
+4.4%
-38.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.9% | +5.9% |
| 7D | -13.9% | -8.6% | -5.4% | -17.9% |
| 30D | -41.5% | -5.2% | -36.4% | -42.9% |
| 3M | -45.7% | -6.4% | -39.3% | -47.2% |
| 6M | -61.1% | +12.7% | -73.9% | -55.6% |
| YTD | -20.5% | +17.2% | -37.7% | -9.9% |
| All | -33.5% | +4.4% | -38.0% | -22.7% |
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