-9.8%
T vs DBX
+9.0%
-18.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.4% |
| 7D | +1.6% | -6.3% | +7.9% | +1.8% |
| 30D | -2.9% | -5.9% | +2.9% | -2.8% |
| 3M | -7.5% | -0.4% | -7.1% | -7.4% |
| 6M | -9.9% | +29.8% | -39.7% | -9.9% |
| YTD | -6.4% | +20.5% | -27.0% | -4.9% |
| All | -9.8% | +9.0% | -18.7% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling