+27.6%
SOLS vs DBX
+20.5%
+7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.3% |
| 7D | +0.3% | -1.8% | +2.1% | -0.1% |
| 30D | +0.9% | +2.8% | -2.0% | +1.9% |
| 3M | -20.7% | +26.8% | -47.4% | -14.1% |
| 6M | -17.7% | +32.8% | -50.4% | -9.0% |
| YTD | +27.1% | +26.1% | +1.0% | +43.5% |
| All | +27.6% | +20.5% | +7.1% | +45.3% |
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 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