+58.7%
SO vs DBX
+7.2%
+51.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.0% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | -3.2% | -2.9% | -0.3% | -3.2% |
| 3M | -1.7% | +23.8% | -25.5% | -1.9% |
| 6M | -7.2% | +26.2% | -33.4% | -7.4% |
| YTD | +4.6% | +21.6% | -17.1% | +4.4% |
| 1Y | +1.2% | +11.4% | -10.2% | +1.3% |
| 3Y | +45.3% | +21.3% | +24.0% | +44.1% |
| 5Y | +58.7% | +6.7% | +52.1% | +52.0% |
| All | +58.7% | +7.2% | +51.5% | +52.0% |
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