-85.6%
SMR vs DBX
+22.5%
-108.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.7% | -4.1% |
| 7D | -9.5% | -1.1% | -8.4% | -9.6% |
| 30D | -33.2% | +5.0% | -38.2% | -32.8% |
| 3M | -45.9% | +4.6% | -50.6% | -45.6% |
| 6M | -57.9% | +43.9% | -101.8% | -57.9% |
| YTD | -63.8% | +29.9% | -93.7% | -64.4% |
| 1Y | -85.6% | +24.6% | -110.2% | -85.7% |
| All | -85.6% | +22.5% | -108.1% | -85.7% |
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