-0.4%
PL vs DBX
+22.5%
-22.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -6.2% |
| 7D | -11.7% | -1.1% | -10.6% | -11.7% |
| 30D | -27.1% | +5.0% | -32.2% | -26.9% |
| 3M | -44.6% | +4.6% | -49.2% | -44.4% |
| 6M | -67.2% | +43.9% | -111.1% | -69.0% |
| YTD | -35.9% | +29.9% | -65.7% | -36.4% |
| 1Y | -0.4% | +24.6% | -25.0% | -1.9% |
| All | -0.4% | +22.5% | -22.9% | -1.9% |
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