+30.3%
O vs DBX
+21.2%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | -0.3% |
| 7D | -0.6% | -1.3% | +0.8% | -0.5% |
| 30D | -2.0% | -2.9% | +0.9% | -1.9% |
| 3M | +3.0% | +23.8% | -20.8% | +2.3% |
| 6M | -3.6% | +26.2% | -29.9% | -4.4% |
| YTD | +12.1% | +21.6% | -9.6% | +11.5% |
| 1Y | +8.9% | +11.4% | -2.6% | +8.7% |
| 3Y | +30.3% | +21.3% | +9.1% | +25.6% |
| All | +30.3% | +21.2% | +9.2% | +25.6% |
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