+32.5%
OMC vs DBX
+8.4%
+24.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| 3M | +7.4% | +26.8% | -19.4% | +0.8% |
| 6M | +0.1% | +32.8% | -32.6% | -7.7% |
| YTD | +0.4% | +26.1% | -25.6% | -6.2% |
| 1Y | +7.8% | +14.1% | -6.4% | +2.8% |
| 3Y | +11.8% | +25.7% | -13.9% | +0.1% |
| 5Y | +32.5% | +11.2% | +21.3% | +11.1% |
| All | +32.5% | +8.4% | +24.0% | +11.1% |
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