+56.8%
SAP vs DBX
+7.2%
+49.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.6% |
| 7D | -0.3% | -1.3% | +1.1% | +0.2% |
| 30D | +2.6% | -2.9% | +5.5% | +3.6% |
| 3M | +16.3% | +23.8% | -7.6% | +7.7% |
| 6M | +6.4% | +26.2% | -19.8% | -2.6% |
| YTD | -11.4% | +21.6% | -33.0% | -17.9% |
| 1Y | -20.4% | +11.4% | -31.8% | -24.5% |
| 3Y | +56.5% | +21.3% | +35.2% | +38.0% |
| 5Y | +56.8% | +6.7% | +50.1% | +34.1% |
| All | +56.8% | +7.2% | +49.6% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling