+29.9%
TECH vs DBX
+24.2%
+5.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.8% |
| 7D | +0.2% | -8.6% | +8.8% | +1.2% |
| 30D | +0.5% | -5.2% | +5.7% | +1.1% |
| 3M | +0.9% | -6.4% | +7.3% | +1.4% |
| 6M | +51.0% | +12.7% | +38.3% | +48.0% |
| YTD | +24.4% | +17.2% | +7.2% | +20.6% |
| 1Y | +27.6% | +5.5% | +22.0% | +26.4% |
| 3Y | +29.9% | +24.1% | +5.8% | +15.9% |
| All | +29.9% | +24.2% | +5.7% | +15.9% |
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