+64.8%
SLB vs DBX
+15.8%
+49.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.8% |
| 7D | -3.7% | -8.6% | +4.9% | -2.4% |
| 30D | +2.9% | -5.2% | +8.1% | +3.6% |
| 3M | +0.2% | -6.4% | +6.6% | +0.8% |
| 6M | -4.4% | +12.7% | -17.2% | -7.4% |
| YTD | +33.4% | +17.2% | +16.2% | +27.8% |
| 1Y | +40.8% | +5.5% | +35.2% | +38.1% |
| 3Y | +3.2% | +24.1% | -20.9% | -5.6% |
| 5Y | +64.8% | +14.2% | +50.6% | +64.0% |
| All | +64.8% | +15.8% | +49.0% | +64.0% |
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