+82.3%
PL vs DBX
+7.0%
+75.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | +0.3% |
| 7D | -9.3% | -2.4% | -6.9% | -8.1% |
| 30D | -18.9% | -0.5% | -18.4% | -19.2% |
| 3M | -58.4% | +28.1% | -86.4% | -65.5% |
| 6M | -30.3% | +33.1% | -63.4% | -45.6% |
| YTD | -8.1% | +25.3% | -33.4% | -25.4% |
| 1Y | +180.5% | +18.3% | +162.1% | +135.0% |
| 3Y | +444.1% | +25.0% | +419.1% | +318.9% |
| All | +82.3% | +7.0% | +75.3% | +22.7% |
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