+102.9%
T vs DBX
+23.5%
+79.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.8% |
| 7D | -3.1% | +0.3% | -3.3% | -3.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +12.2% | +26.1% | -13.9% | +11.7% |
| 6M | -6.5% | +29.4% | -35.8% | -6.8% |
| YTD | +4.9% | +24.4% | -19.5% | +4.7% |
| 1Y | -10.5% | +10.9% | -21.3% | -10.4% |
| All | +102.9% | +23.5% | +79.4% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling