+11.1%
OMC vs DBX
+25.2%
-14.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.2% |
| 7D | -6.2% | -1.8% | -4.4% | -5.9% |
| 30D | -7.6% | +2.8% | -10.4% | -8.2% |
| 3M | +7.4% | +26.8% | -19.4% | +2.2% |
| 6M | +0.1% | +32.8% | -32.6% | -5.9% |
| YTD | +0.4% | +26.1% | -25.6% | -4.8% |
| 1Y | +7.8% | +14.1% | -6.4% | +3.6% |
| All | +11.1% | +25.2% | -14.1% | -0.5% |
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