+128.8%
MOD vs DBX
+25.2%
+103.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.1% | +3.4% |
| 7D | +8.2% | -8.1% | +16.4% | +8.5% |
| 30D | -38.2% | -4.9% | -33.3% | -38.2% |
| 3M | -46.2% | -2.7% | -43.5% | -46.5% |
| 6M | -62.5% | +25.2% | -87.7% | -64.4% |
| YTD | -20.1% | +19.3% | -39.4% | -23.5% |
| 1Y | -29.7% | +6.6% | -36.3% | -29.5% |
| All | +128.8% | +25.2% | +103.6% | +90.2% |
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