+197.0%
ON vs DBX
+20.1%
+176.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.0% |
| 7D | +2.4% | -2.4% | +4.9% | +3.5% |
| 30D | -3.3% | -0.5% | -2.8% | -3.6% |
| 3M | -43.6% | +28.1% | -71.6% | -50.9% |
| 6M | +19.0% | +33.1% | -14.1% | -1.0% |
| YTD | +37.4% | +25.3% | +12.1% | +17.3% |
| 1Y | +54.8% | +18.3% | +36.4% | +35.1% |
| 3Y | -25.2% | +25.0% | -50.2% | -39.0% |
| 5Y | +62.7% | +7.5% | +55.2% | +39.4% |
| All | +197.0% | +20.1% | +176.9% | +100.5% |
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 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