+92.9%
O vs DBX
+20.1%
+72.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.4% |
| 7D | -0.7% | -2.4% | +1.7% | -0.4% |
| 30D | -1.9% | -0.5% | -1.4% | -1.9% |
| 3M | +3.8% | +28.1% | -24.2% | 0.0% |
| 6M | -4.7% | +33.1% | -37.8% | -9.3% |
| YTD | +12.5% | +25.3% | -12.8% | +8.0% |
| 1Y | +10.8% | +18.3% | -7.5% | +7.2% |
| 3Y | +28.8% | +25.0% | +3.8% | +20.9% |
| 5Y | +13.2% | +7.5% | +5.7% | +7.0% |
| All | +92.9% | +20.1% | +72.8% | +58.8% |
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 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