+76.1%
SO vs DBX
+14.3%
+61.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -0.1% | -7.3% | +7.2% | 0.0% |
| 30D | +8.7% | -5.7% | +14.4% | +8.7% |
| 3M | +3.4% | -6.3% | +9.7% | +3.4% |
| 6M | +3.7% | +12.1% | -8.4% | +3.6% |
| YTD | +10.0% | +16.5% | -6.5% | +9.9% |
| 1Y | +6.6% | +6.1% | +0.5% | +6.7% |
| 3Y | +52.5% | +21.8% | +30.7% | +50.7% |
| 5Y | +76.1% | +19.1% | +56.9% | +72.0% |
| All | +76.1% | +14.3% | +61.7% | +72.0% |
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 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