+139.2%
SLB vs DBX
+7.2%
+132.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +13.6% | -2.9% | +16.5% | +14.0% |
| 3M | +1.5% | +23.8% | -22.3% | -2.6% |
| 6M | +23.0% | +26.2% | -3.2% | +16.9% |
| YTD | +51.2% | +21.6% | +29.6% | +44.7% |
| 1Y | +63.5% | +11.4% | +52.1% | +59.0% |
| 3Y | +2.5% | +21.3% | -18.8% | -4.8% |
| 5Y | +139.2% | +6.7% | +132.5% | +118.0% |
| All | +139.2% | +7.2% | +132.0% | +118.0% |
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