+437.6%
ORLY vs DBX
+22.6%
+415.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | -6.8% | +5.7% | -12.5% | -7.6% |
| 3M | -4.8% | +31.8% | -36.6% | -8.5% |
| 6M | -9.1% | +37.5% | -46.5% | -13.6% |
| YTD | -5.9% | +27.9% | -33.8% | -9.7% |
| 1Y | -20.4% | +15.0% | -35.4% | -22.6% |
| 3Y | +36.6% | +27.2% | +9.4% | +28.7% |
| 5Y | +117.3% | +12.8% | +104.5% | +104.7% |
| All | +437.6% | +22.6% | +415.0% | +348.2% |
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