+308.1%
NDAQ vs DBX
+20.1%
+288.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.3% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | +2.5% | -0.5% | +2.9% | +2.5% |
| 3M | +9.9% | +28.1% | -18.1% | +3.3% |
| 6M | +9.4% | +33.1% | -23.7% | +1.2% |
| YTD | +0.4% | +25.3% | -24.9% | -5.8% |
| 1Y | +4.0% | +18.3% | -14.3% | -1.4% |
| 3Y | +94.4% | +25.0% | +69.4% | +77.4% |
| 5Y | +56.7% | +7.5% | +49.2% | +44.1% |
| All | +308.1% | +20.1% | +288.0% | +226.9% |
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