-19.5%
SAP vs DBX
+20.4%
-40.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.3% |
| 7D | -2.9% | -2.4% | -0.5% | -1.7% |
| 30D | +9.0% | -0.5% | +9.5% | +9.1% |
| 3M | +14.9% | +28.1% | -13.1% | +2.7% |
| 6M | +11.9% | +33.1% | -21.2% | -2.3% |
| YTD | -9.9% | +25.3% | -35.2% | -20.8% |
| 1Y | -19.5% | +18.3% | -37.9% | -28.8% |
| All | -19.5% | +20.4% | -40.0% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling