+44.7%
RF vs DBX
+23.9%
+20.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | +0.4% | -6.3% | +6.6% | +2.0% |
| 30D | +5.6% | -5.9% | +11.4% | +7.1% |
| 3M | -8.9% | -0.4% | -8.5% | -9.3% |
| 6M | +7.1% | +29.8% | -22.7% | -1.9% |
| YTD | +8.3% | +20.5% | -12.2% | +0.7% |
| 1Y | +16.8% | +8.7% | +8.2% | +12.3% |
| 3Y | +115.0% | +25.9% | +89.1% | +87.0% |
| All | +44.7% | +23.9% | +20.7% | +22.1% |
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