+108.5%
RF vs DBX
+33.4%
+75.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | -0.9% | -4.4% | +3.5% | -0.1% |
| 30D | +6.0% | +4.8% | +1.3% | +5.1% |
| 3M | -8.9% | +0.3% | -9.2% | -9.2% |
| 6M | +2.3% | +40.4% | -38.0% | -5.2% |
| YTD | +7.6% | +24.7% | -17.1% | +2.4% |
| 1Y | +21.2% | +20.9% | +0.3% | +15.9% |
| 3Y | +108.5% | +34.5% | +74.0% | +83.8% |
| All | +108.5% | +33.4% | +75.1% | +83.8% |
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