+53.8%
S vs DBX
+24.2%
+29.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +14.0% | +11.4% |
| 7D | +1.6% | -8.6% | +10.1% | +6.3% |
| 30D | -10.5% | -5.2% | -5.3% | -8.2% |
| 3M | +9.9% | -6.4% | +16.3% | +13.6% |
| 6M | +41.8% | +12.7% | +29.0% | +31.8% |
| YTD | +56.8% | +17.2% | +39.6% | +41.9% |
| 1Y | +39.0% | +5.5% | +33.5% | +32.2% |
| 3Y | +53.8% | +24.1% | +29.7% | +37.6% |
| All | +53.8% | +24.2% | +29.6% | +37.6% |
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