+238.6%
SPY vs DBX
+20.1%
+218.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +0.1% | -0.5% | +0.5% | 0.0% |
| 3M | +2.0% | +28.1% | -26.1% | -4.2% |
| 6M | +13.0% | +33.1% | -20.1% | +4.4% |
| YTD | +13.5% | +25.3% | -11.7% | +6.3% |
| 1Y | +20.0% | +18.3% | +1.6% | +13.4% |
| 3Y | +77.2% | +25.0% | +52.2% | +61.3% |
| 5Y | +81.9% | +7.5% | +74.3% | +66.9% |
| All | +238.6% | +20.1% | +218.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling