+338.3%
SU vs DBX
+11.7%
+326.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +2.2% | +2.1% | +0.1% | +1.9% |
| 30D | +8.4% | +5.7% | +2.7% | +7.4% |
| 3M | +12.1% | +31.8% | -19.7% | +6.9% |
| 6M | +19.7% | +37.5% | -17.8% | +12.7% |
| YTD | +58.4% | +27.9% | +30.5% | +51.0% |
| 1Y | +67.2% | +15.0% | +52.2% | +62.3% |
| 3Y | +125.0% | +27.2% | +97.9% | +108.6% |
| All | +338.3% | +11.7% | +326.6% | +303.1% |
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