-53.2%
S vs DBX
+14.3%
-67.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +2.4% |
| 7D | -7.7% | -2.4% | -5.3% | -5.9% |
| 30D | -5.3% | -0.5% | -4.8% | -4.8% |
| 3M | +20.3% | +28.1% | -7.8% | -2.2% |
| 6M | +47.4% | +33.1% | +14.3% | +14.4% |
| YTD | +32.5% | +25.3% | +7.2% | +8.3% |
| 1Y | +9.5% | +18.3% | -8.8% | -7.4% |
| 3Y | +15.5% | +25.0% | -9.5% | -17.4% |
| 5Y | -71.2% | +7.5% | -78.7% | -77.5% |
| All | -53.2% | +14.3% | -67.5% | -66.8% |
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