+5.2%
OMC vs DBX
+13.9%
-8.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.1% |
| 7D | -6.2% | -1.8% | -4.4% | -5.8% |
| 30D | -7.6% | +2.8% | -10.4% | -8.2% |
| 3M | +7.4% | +26.8% | -19.4% | +2.0% |
| 6M | +0.1% | +32.8% | -32.6% | -5.8% |
| YTD | +0.4% | +26.1% | -25.6% | -6.3% |
| All | +5.2% | +13.9% | -8.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling