+30.6%
ORCL vs DBX
+23.7%
+6.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.8% |
| 7D | -11.2% | -4.4% | -6.8% | -9.9% |
| 30D | -18.8% | +4.8% | -23.6% | -20.2% |
| 3M | -18.8% | +0.3% | -19.1% | -19.3% |
| 6M | -39.7% | +40.4% | -80.1% | -46.9% |
| YTD | -39.6% | +24.7% | -64.3% | -44.9% |
| 1Y | -51.7% | +20.9% | -72.6% | -55.7% |
| 3Y | +10.2% | +34.5% | -24.3% | -6.8% |
| All | +30.6% | +23.7% | +6.9% | +7.6% |
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