+136.2%
RF vs DBX
+20.1%
+116.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +1.3% | -2.4% | +3.8% | +2.0% |
| 30D | -3.6% | -0.5% | -3.1% | -3.7% |
| 3M | +8.1% | +28.1% | -20.0% | +0.8% |
| 6M | +11.5% | +33.1% | -21.6% | +1.8% |
| YTD | +15.6% | +25.3% | -9.7% | +7.3% |
| 1Y | +15.7% | +18.3% | -2.7% | +8.6% |
| 3Y | +86.9% | +25.0% | +61.9% | +68.6% |
| 5Y | +89.8% | +7.5% | +82.3% | +73.1% |
| All | +136.2% | +20.1% | +116.1% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling