+380.7%
ROKU vs DBX
+20.9%
+359.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | 0.0% |
| 7D | -2.6% | -1.8% | -0.8% | -1.7% |
| 30D | +2.1% | +2.8% | -0.7% | -0.2% |
| 3M | +31.8% | +26.8% | +5.0% | +12.6% |
| 6M | +53.3% | +32.8% | +20.5% | +24.4% |
| YTD | +42.1% | +26.1% | +16.0% | +18.9% |
| 1Y | +62.3% | +14.1% | +48.2% | +43.0% |
| 3Y | +84.6% | +25.7% | +58.9% | +53.1% |
| 5Y | -53.1% | +11.2% | -64.2% | -58.7% |
| All | +380.7% | +20.9% | +359.9% | +263.2% |
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 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