+0.9%
SLB vs DBX
+14.3%
-13.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.6% |
| 7D | -1.2% | -8.1% | +7.0% | +0.7% |
| 30D | +4.5% | -4.9% | +9.4% | +5.5% |
| 3M | -4.6% | -2.7% | -1.9% | -4.6% |
| 6M | -6.3% | +25.2% | -31.4% | -12.2% |
| YTD | +35.0% | +19.3% | +15.7% | +26.7% |
| 1Y | +38.8% | +6.6% | +32.2% | +33.9% |
| 3Y | +3.3% | +24.6% | -21.3% | -6.9% |
| 5Y | +73.6% | +23.5% | +50.1% | +53.3% |
| All | +0.9% | +14.3% | -13.5% | -23.0% |
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 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