-5.9%
SAP vs DBX
+22.5%
-28.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +1.0% | +2.6% |
| 7D | +1.3% | -1.1% | +2.4% | +1.9% |
| 30D | +15.5% | +5.0% | +10.5% | +12.8% |
| 3M | +22.8% | +4.6% | +18.2% | +19.5% |
| 6M | +42.5% | +43.9% | -1.5% | +20.0% |
| YTD | +0.5% | +29.9% | -29.3% | -14.6% |
| 1Y | -5.9% | +24.6% | -30.6% | -20.2% |
| All | -5.9% | +22.5% | -28.5% | -20.2% |
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