-68.6%
S vs DBX
+15.8%
-84.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.0% | +14.0% | +12.9% |
| 7D | +1.6% | -8.6% | +10.1% | +8.5% |
| 30D | -10.5% | -5.2% | -5.3% | -7.3% |
| 3M | +9.9% | -6.4% | +16.3% | +14.9% |
| 6M | +41.8% | +12.7% | +29.0% | +25.9% |
| YTD | +56.8% | +17.2% | +39.6% | +33.9% |
| 1Y | +39.0% | +5.5% | +33.5% | +29.0% |
| 3Y | +53.8% | +24.1% | +29.7% | +6.3% |
| 5Y | -68.6% | +14.2% | -82.8% | -73.5% |
| All | -68.6% | +15.8% | -84.4% | -73.5% |
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