+358.4%
NDAQ vs DBX
+15.6%
+342.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +1.3% | -3.3% | +4.5% | +2.0% |
| 30D | +18.0% | -5.9% | +23.8% | +19.6% |
| 3M | +11.5% | -6.7% | +18.2% | +13.0% |
| 6M | +21.1% | +28.0% | -6.9% | +13.3% |
| YTD | +12.8% | +20.6% | -7.8% | +6.4% |
| 1Y | +25.7% | +10.3% | +15.4% | +21.0% |
| 3Y | +116.8% | +24.0% | +92.8% | +97.6% |
| 5Y | +67.3% | +24.2% | +43.0% | +49.2% |
| All | +358.4% | +15.6% | +342.8% | +269.4% |
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 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