+421.5%
P vs DBX
+20.1%
+401.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.4% |
| 7D | +6.5% | -2.4% | +9.0% | +7.6% |
| 30D | +18.8% | -0.5% | +19.3% | +18.6% |
| 3M | +26.7% | +28.1% | -1.3% | +12.2% |
| 6M | +62.2% | +33.1% | +29.1% | +38.8% |
| YTD | +48.5% | +25.3% | +23.2% | +30.3% |
| 1Y | +26.4% | +18.3% | +8.0% | +12.5% |
| 3Y | +159.4% | +25.0% | +134.4% | +118.0% |
| 5Y | +275.8% | +7.5% | +268.3% | +228.6% |
| All | +421.5% | +20.1% | +401.4% | +277.2% |
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