+119.5%
RF vs DBX
+26.6%
+93.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | +7.3% | -5.9% | +13.2% | +8.4% |
| 3M | -7.9% | -6.7% | -1.2% | -7.0% |
| 6M | +10.5% | +28.0% | -17.5% | +4.6% |
| YTD | +9.6% | +20.6% | -11.0% | +4.9% |
| 1Y | +20.3% | +10.3% | +10.0% | +17.6% |
| 3Y | +119.5% | +24.0% | +95.5% | +99.2% |
| All | +119.5% | +26.6% | +93.0% | +99.2% |
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