+16.7%
S vs DBX
+26.9%
-10.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.8% |
| 7D | -7.7% | -2.4% | -5.3% | -6.4% |
| 30D | -5.3% | -0.5% | -4.8% | -4.9% |
| 3M | +20.3% | +28.1% | -7.8% | +4.9% |
| 6M | +47.4% | +33.1% | +14.3% | +24.9% |
| YTD | +32.5% | +25.3% | +7.2% | +15.9% |
| 1Y | +9.5% | +18.3% | -8.8% | -2.0% |
| All | +16.7% | +26.9% | -10.2% | -6.6% |
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