+73.2%
SAP vs DBX
+24.2%
+49.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +3.8% |
| 7D | +1.6% | -8.6% | +10.2% | +4.8% |
| 30D | +10.5% | -5.2% | +15.7% | +12.5% |
| 3M | +15.2% | -6.4% | +21.6% | +17.4% |
| 6M | +36.7% | +12.7% | +24.0% | +30.8% |
| YTD | -0.6% | +17.2% | -17.8% | -6.4% |
| 1Y | -4.1% | +5.5% | -9.7% | -7.6% |
| 3Y | +73.2% | +24.1% | +49.1% | +50.8% |
| All | +73.2% | +24.2% | +49.0% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling