+5.1%
SPGI vs DBX
+7.2%
-2.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +5.4% | -2.9% | +8.3% | +6.2% |
| 3M | +9.0% | +23.8% | -14.8% | +2.2% |
| 6M | +0.8% | +26.2% | -25.4% | -6.8% |
| YTD | -12.6% | +21.6% | -34.2% | -18.3% |
| 1Y | -16.1% | +11.4% | -27.6% | -19.8% |
| 3Y | +19.0% | +21.3% | -2.3% | +6.4% |
| 5Y | +5.1% | +6.7% | -1.6% | -6.7% |
| All | +5.1% | +7.2% | -2.1% | -6.7% |
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