+298.6%
SPYG vs DBX
+16.6%
+282.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +1.2% | -1.3% | +2.5% | +1.5% |
| 30D | -1.6% | -2.9% | +1.3% | -0.9% |
| 3M | +3.4% | +23.8% | -20.5% | -3.2% |
| 6M | +18.9% | +26.2% | -7.3% | +9.7% |
| YTD | +13.8% | +21.6% | -7.8% | +6.0% |
| 1Y | +20.6% | +11.4% | +9.2% | +14.7% |
| 3Y | +100.5% | +21.3% | +79.2% | +81.0% |
| 5Y | +84.6% | +6.7% | +78.0% | +67.6% |
| All | +298.6% | +16.6% | +282.1% | +213.2% |
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