-71.0%
SMR vs DBX
+13.9%
-84.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.5% |
| 7D | +4.7% | -1.8% | +6.5% | +4.8% |
| 30D | +3.2% | +2.8% | +0.4% | +3.4% |
| 3M | +9.9% | +26.8% | -16.9% | +10.2% |
| 6M | -15.1% | +32.8% | -47.9% | -17.2% |
| YTD | -27.9% | +26.1% | -54.0% | -29.2% |
| All | -71.0% | +13.9% | -84.9% | -70.5% |
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