+4.9%
MSFT vs DBX
+9.0%
-4.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.3% | -3.3% | +2.0% | -0.5% |
| 30D | -1.8% | -5.9% | +4.0% | -0.4% |
| 3M | +5.6% | -6.7% | +12.3% | +7.2% |
| 6M | +29.8% | +28.0% | +1.8% | +18.6% |
| YTD | +9.0% | +20.6% | -11.6% | -0.5% |
| 1Y | +4.9% | +10.3% | -5.3% | -2.6% |
| All | +4.9% | +9.0% | -4.1% | -2.6% |
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