+82.0%
SPY vs DBX
+8.4%
+73.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.7% | +2.8% | -4.5% | -2.5% |
| 3M | +4.7% | +26.8% | -22.0% | -2.0% |
| 6M | +12.5% | +32.8% | -20.3% | +3.1% |
| YTD | +11.7% | +26.1% | -14.4% | +3.8% |
| 1Y | +17.5% | +14.1% | +3.3% | +11.9% |
| 3Y | +76.6% | +25.7% | +50.8% | +56.8% |
| 5Y | +82.0% | +11.2% | +70.9% | +55.3% |
| All | +82.0% | +8.4% | +73.6% | +55.3% |
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