+75.2%
SPY vs DBX
+20.7%
+54.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.8% |
| 7D | -0.9% | -8.1% | +7.2% | +1.1% |
| 30D | -2.4% | -4.9% | +2.6% | -1.3% |
| 3M | -1.2% | -2.7% | +1.5% | -1.1% |
| 6M | +3.3% | +25.2% | -21.9% | -3.9% |
| YTD | +12.3% | +19.3% | -7.0% | +5.2% |
| 1Y | +12.4% | +6.6% | +5.8% | +8.8% |
| 3Y | +78.8% | +24.6% | +54.2% | +56.7% |
| 5Y | +75.2% | +23.5% | +51.7% | +49.1% |
| All | +75.2% | +20.7% | +54.5% | +49.1% |
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