+238.6%
P vs DBX
+23.7%
+214.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.6% | +4.6% |
| 7D | -23.8% | -4.4% | -19.4% | -22.6% |
| 30D | -36.6% | +4.8% | -41.4% | -37.9% |
| 3M | +10.9% | +0.3% | +10.5% | +9.2% |
| 6M | +30.0% | +40.4% | -10.4% | +7.8% |
| YTD | +44.4% | +24.7% | +19.7% | +26.1% |
| 1Y | +3.9% | +20.9% | -17.0% | -8.9% |
| 3Y | +176.6% | +34.5% | +142.1% | +116.3% |
| All | +238.6% | +23.7% | +214.9% | +188.3% |
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