+29.4%
NDAQ vs DBX
+22.5%
+6.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.8% |
| 7D | +3.9% | -1.1% | +5.1% | +4.2% |
| 30D | +19.0% | +5.0% | +14.0% | +17.7% |
| 3M | +17.6% | +4.6% | +13.0% | +15.9% |
| 6M | +21.0% | +43.9% | -22.9% | +10.3% |
| YTD | +14.1% | +29.9% | -15.8% | +4.3% |
| 1Y | +29.4% | +24.6% | +4.8% | +18.1% |
| All | +29.4% | +22.5% | +6.9% | +18.1% |
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