+187.1%
SO vs DBX
+20.1%
+167.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -0.2% | -2.4% | +2.3% | 0.0% |
| 30D | -4.6% | -0.5% | -4.1% | -4.6% |
| 3M | -3.0% | +28.1% | -31.1% | -4.3% |
| 6M | -8.3% | +33.1% | -41.3% | -9.7% |
| YTD | +3.5% | +25.3% | -21.8% | +2.2% |
| 1Y | -0.9% | +18.3% | -19.3% | -2.0% |
| 3Y | +45.4% | +25.0% | +20.3% | +42.1% |
| 5Y | +59.6% | +7.5% | +52.1% | +56.4% |
| All | +187.1% | +20.1% | +167.0% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling