+72.3%
MSFT vs DBX
+8.9%
+63.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.3% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +22.1% | +26.1% | -4.0% | +11.3% |
| 6M | +20.6% | +29.4% | -8.8% | +7.9% |
| YTD | +2.3% | +24.4% | -22.1% | -7.1% |
| 1Y | -0.5% | +10.9% | -11.4% | -6.2% |
| 3Y | +50.5% | +24.1% | +26.5% | +28.3% |
| 5Y | +72.3% | +7.8% | +64.6% | +42.5% |
| All | +72.3% | +8.9% | +63.5% | +42.5% |
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