+29.7%
Q vs DBX
+14.6%
+15.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.3% | +1.4% |
| 7D | +6.7% | -1.3% | +8.1% | +6.4% |
| 30D | -10.6% | -2.9% | -7.7% | -11.2% |
| 3M | -14.6% | +23.8% | -38.4% | -6.8% |
| 6M | +12.1% | +26.2% | -14.1% | +23.5% |
| YTD | +51.3% | +21.6% | +29.6% | +65.5% |
| All | +29.7% | +14.6% | +15.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling