-70.6%
S vs DBX
+8.9%
-79.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -1.9% |
| 7D | -1.2% | +0.3% | -1.5% | -1.6% |
| 30D | -12.6% | 0.0% | -12.6% | -12.5% |
| 3M | +27.6% | +26.1% | +1.5% | +5.0% |
| 6M | +35.5% | +29.4% | +6.1% | +7.6% |
| YTD | +29.6% | +24.4% | +5.2% | +6.4% |
| 1Y | +8.1% | +10.9% | -2.7% | -3.2% |
| 3Y | +14.8% | +24.1% | -9.3% | -17.5% |
| 5Y | -70.6% | +7.8% | -78.3% | -76.4% |
| All | -70.6% | +8.9% | -79.4% | -76.4% |
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 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