+833.2%
MOD vs DBX
+24.0%
+809.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +16.1% | -6.3% | +22.4% | +17.7% |
| 30D | -38.5% | -5.9% | -32.6% | -38.0% |
| 3M | -46.8% | -0.4% | -46.5% | -47.6% |
| 6M | -61.6% | +29.8% | -91.4% | -66.1% |
| YTD | -20.5% | +20.5% | -41.1% | -29.2% |
| 1Y | -28.0% | +8.7% | -36.7% | -32.8% |
| 3Y | +134.9% | +25.9% | +109.0% | +91.4% |
| 5Y | +833.2% | +24.2% | +809.0% | +572.2% |
| All | +833.2% | +24.0% | +809.1% | +572.2% |
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 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