+327.1%
NET vs DBX
+26.1%
+301.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.9% |
| 7D | -7.0% | -2.4% | -4.5% | -6.0% |
| 30D | -4.8% | -0.5% | -4.3% | -4.4% |
| 3M | +3.8% | +28.1% | -24.2% | -6.4% |
| 6M | +50.0% | +33.1% | +17.0% | +30.2% |
| YTD | +41.5% | +25.3% | +16.2% | +26.8% |
| 1Y | +32.8% | +18.3% | +14.5% | +21.5% |
| All | +327.1% | +26.1% | +301.0% | +245.0% |
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