-17.3%
Q vs DBX
+17.6%
-34.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +3.8% |
| 7D | +6.6% | -8.1% | +14.7% | +1.6% |
| 30D | +2.7% | -4.9% | +7.6% | +0.1% |
| 3M | -8.4% | -2.7% | -5.7% | -8.8% |
| 6M | -17.3% | +25.2% | -42.5% | +8.4% |
| All | -17.3% | +17.6% | -34.9% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling