+254.8%
SPOT vs DBX
+10.8%
+244.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.3% |
| 7D | -2.9% | -1.3% | -1.5% | -2.3% |
| 30D | +8.3% | -2.9% | +11.2% | +9.3% |
| 3M | +5.1% | +23.8% | -18.8% | -4.4% |
| 6M | -6.5% | +26.2% | -32.7% | -16.9% |
| YTD | -9.0% | +21.6% | -30.6% | -17.8% |
| 1Y | -26.4% | +11.4% | -37.8% | -31.6% |
| 3Y | +240.0% | +21.3% | +218.8% | +192.4% |
| 5Y | +111.7% | +6.7% | +105.1% | +87.0% |
| All | +254.8% | +10.8% | +244.0% | +171.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling