+524.2%
MSFT vs DBX
+20.1%
+504.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | +2.7% | -0.5% | +3.2% | +2.7% |
| 3M | +17.0% | +28.1% | -11.1% | +7.0% |
| 6M | +23.8% | +33.1% | -9.3% | +10.9% |
| YTD | +4.0% | +25.3% | -21.3% | -4.9% |
| 1Y | -0.8% | +18.3% | -19.2% | -8.1% |
| 3Y | +55.6% | +25.0% | +30.6% | +36.4% |
| 5Y | +72.9% | +7.5% | +65.4% | +55.0% |
| All | +524.2% | +20.1% | +504.1% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling