+835.7%
SOXX vs DBX
+20.9%
+814.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.2% |
| 7D | +3.0% | -1.8% | +4.9% | +3.6% |
| 30D | -3.1% | +2.8% | -6.0% | -4.4% |
| 3M | -4.4% | +26.8% | -31.2% | -13.4% |
| 6M | +52.9% | +32.8% | +20.1% | +34.1% |
| YTD | +72.0% | +26.1% | +45.9% | +53.3% |
| 1Y | +105.1% | +14.1% | +91.0% | +88.8% |
| 3Y | +220.6% | +25.7% | +194.9% | +174.9% |
| 5Y | +244.8% | +11.2% | +233.6% | +200.8% |
| All | +835.7% | +20.9% | +814.8% | +582.3% |
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