+192.8%
TER vs DBX
+24.2%
+168.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -6.0% | +18.7% | +12.4% |
| 7D | -5.8% | -8.6% | +2.8% | -6.1% |
| 30D | -38.9% | -5.2% | -33.7% | -39.1% |
| 3M | -35.1% | -6.4% | -28.7% | -35.4% |
| 6M | -31.6% | +12.7% | -44.3% | -32.0% |
| YTD | +27.2% | +17.2% | +10.0% | +25.8% |
| 1Y | +35.2% | +5.5% | +29.7% | +37.9% |
| 3Y | +192.8% | +24.1% | +168.7% | +161.6% |
| All | +192.8% | +24.2% | +168.6% | +161.6% |
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