+79.0%
SPY vs DBX
+25.2%
+53.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.0% |
| 7D | -0.9% | -8.1% | +7.2% | +0.2% |
| 30D | -2.4% | -4.9% | +2.6% | -1.8% |
| 3M | -1.2% | -2.7% | +1.5% | -1.1% |
| 6M | +3.3% | +25.2% | -21.9% | -1.0% |
| YTD | +12.3% | +19.3% | -7.0% | +8.2% |
| 1Y | +12.4% | +6.6% | +5.8% | +10.8% |
| All | +79.0% | +25.2% | +53.8% | +65.4% |
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