-52.9%
ORCL vs DBX
+12.7%
-65.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | -0.7% | -1.8% | +1.1% | -0.3% |
| 30D | +5.1% | +2.8% | +2.3% | +4.4% |
| 3M | -23.7% | +26.8% | -50.5% | -28.0% |
| 6M | +3.1% | +32.8% | -29.7% | -6.9% |
| YTD | -20.8% | +26.1% | -46.9% | -29.3% |
| 1Y | -52.9% | +14.1% | -67.0% | -56.9% |
| All | -52.9% | +12.7% | -65.6% | -56.9% |
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