+25.7%
NDAQ vs DBX
+9.0%
+16.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.3% | -3.3% | +4.5% | +1.9% |
| 30D | +18.0% | -5.9% | +23.8% | +19.5% |
| 3M | +11.5% | -6.7% | +18.2% | +12.9% |
| 6M | +21.1% | +28.0% | -6.9% | +13.4% |
| YTD | +12.8% | +20.6% | -7.8% | +4.3% |
| 1Y | +25.7% | +10.3% | +15.4% | +16.4% |
| All | +25.7% | +9.0% | +16.7% | +16.4% |
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