-73.1%
SMR vs DBX
+20.4%
-93.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.5% |
| 7D | +4.4% | -2.4% | +6.9% | +4.4% |
| 30D | +3.4% | -0.5% | +3.9% | +3.4% |
| 3M | -19.2% | +28.1% | -47.2% | -19.4% |
| 6M | -22.6% | +33.1% | -55.7% | -25.0% |
| YTD | -31.5% | +25.3% | -56.8% | -32.9% |
| 1Y | -73.1% | +18.3% | -91.4% | -72.5% |
| All | -73.1% | +20.4% | -93.5% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling