+31.6%
Q vs DBX
+10.4%
+21.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -6.0% | +12.9% | +4.8% |
| 7D | +8.4% | -8.6% | +17.0% | +5.4% |
| 30D | -1.2% | -5.2% | +4.0% | -2.7% |
| 3M | -9.3% | -6.4% | -2.9% | -10.7% |
| 6M | -15.0% | +12.7% | -27.7% | -8.0% |
| YTD | +53.5% | +17.2% | +36.3% | +66.4% |
| 1Y | +35.9% | +5.5% | +30.3% | +50.0% |
| All | +31.6% | +10.4% | +21.2% | +43.1% |
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