+322.4%
NET vs DBX
+39.0%
+283.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -3.9% |
| 7D | -16.4% | -1.1% | -15.2% | -16.0% |
| 30D | -25.8% | +5.0% | -30.9% | -27.3% |
| 3M | -11.5% | +4.6% | -16.1% | -13.2% |
| 6M | +18.9% | +43.9% | -25.0% | +0.3% |
| YTD | +35.2% | +29.9% | +5.4% | +19.9% |
| 1Y | +14.5% | +24.6% | -10.2% | +3.1% |
| All | +322.4% | +39.0% | +283.5% | +243.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling