+15.3%
O vs DBX
+8.9%
+6.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.7% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.5% |
| 3M | -0.6% | +26.1% | -26.7% | -3.0% |
| 6M | -5.0% | +29.4% | -34.4% | -7.8% |
| YTD | +10.4% | +24.4% | -14.0% | +7.6% |
| 1Y | +6.6% | +10.9% | -4.3% | +5.2% |
| 3Y | +28.4% | +24.1% | +4.3% | +22.3% |
| 5Y | +15.3% | +7.8% | +7.5% | +4.8% |
| All | +15.3% | +8.9% | +6.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling