+233.5%
SPOT vs DBX
+27.0%
+206.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -3.1% | +2.1% | -5.2% | -3.6% |
| 30D | +7.4% | +5.7% | +1.6% | +5.6% |
| 3M | +8.2% | +31.8% | -23.6% | -0.1% |
| 6M | +2.2% | +37.5% | -35.2% | -7.6% |
| YTD | -9.5% | +27.9% | -37.4% | -16.4% |
| 1Y | -23.8% | +15.0% | -38.9% | -27.8% |
| 3Y | +233.5% | +27.2% | +206.3% | +182.8% |
| All | +233.5% | +27.0% | +206.5% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling