+13.7%
SPGI vs DBX
+24.0%
-10.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -3.3% | +4.5% | +2.1% |
| 30D | +15.9% | -5.9% | +21.8% | +17.8% |
| 3M | +12.3% | -6.7% | +19.0% | +14.1% |
| 6M | +23.7% | +28.0% | -4.3% | +14.4% |
| YTD | -3.5% | +20.6% | -24.2% | -10.0% |
| 1Y | +0.4% | +10.3% | -9.9% | -3.9% |
| 3Y | +29.9% | +24.0% | +5.8% | +14.4% |
| All | +13.7% | +24.0% | -10.3% | -1.9% |
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