+7.5%
SMR vs DBX
+53.1%
-45.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -4.1% |
| 7D | +13.1% | +0.3% | +12.8% | +12.7% |
| 30D | +17.8% | 0.0% | +17.8% | +17.5% |
| 3M | +8.1% | +26.1% | -18.0% | -1.7% |
| 6M | -11.1% | +29.4% | -40.5% | -21.5% |
| YTD | -23.7% | +24.4% | -48.1% | -31.7% |
| 1Y | -69.4% | +10.9% | -80.3% | -71.2% |
| 3Y | +82.6% | +24.1% | +58.5% | +58.9% |
| All | +7.5% | +53.1% | -45.6% | -14.9% |
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