+164.6%
SAP vs DBX
+15.6%
+149.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.5% |
| 30D | +6.5% | -5.9% | +12.4% | +8.4% |
| 3M | +12.2% | -6.7% | +18.9% | +14.3% |
| 6M | +46.1% | +28.0% | +18.1% | +35.9% |
| YTD | -1.6% | +20.6% | -22.2% | -7.4% |
| 1Y | -5.1% | +10.3% | -15.4% | -8.6% |
| 3Y | +68.4% | +24.0% | +44.3% | +52.6% |
| 5Y | +79.4% | +24.2% | +55.2% | +59.3% |
| All | +164.6% | +15.6% | +149.0% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling