+163.7%
SAP vs DBX
+14.3%
+149.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.5% |
| 7D | -2.5% | -8.1% | +5.7% | -0.1% |
| 30D | +7.5% | -4.9% | +12.4% | +9.0% |
| 3M | +11.6% | -2.7% | +14.3% | +12.2% |
| 6M | +37.6% | +25.2% | +12.4% | +28.8% |
| YTD | -2.0% | +19.3% | -21.2% | -7.4% |
| 1Y | -6.4% | +6.6% | -13.0% | -8.9% |
| 3Y | +67.7% | +24.6% | +43.1% | +51.8% |
| 5Y | +75.7% | +23.5% | +52.2% | +56.4% |
| All | +163.7% | +14.3% | +149.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling